Did you apply a texture to your mesh in the program? Im not familiar with anim8tor so can't help you there. If you did apply it and it exported correctly it should be there, if you store the texture in the right path. If not, then if you have the X file generated in Text mode, scroll through the file and see if you can find some kind of a path under the list of vertices.
One more thing, if you don't wish to spend much money on a 3d modeller, but can spend a decently low sum of $25 then get Milkshape3D. It contains a GREAT DirectX mesh exporter, and some good features. It is worth every dollar spent on it.