The tutorial was created using Blender 2.47 - newer versions might have
changes in the interface.
I noticed that you might get something like "usemtl textures__paz__paz_metal1057.tga" with newer
Blender versions in the obj file. Just edit the obj file with notepad
and delete the _metal1057.tga.
A common problem when exporting .obj models is that they are very small
ingame. Make sure to scale them about x10 in blender before exporting.