I kinda lost my preset touch, but here's my two cents;
Now I'm not exactly familiar with FH's way of doing presets anymore, but I believe (Unless I'm thinking of the old way) you put the textures and materials in the mypresets folder, under preset_1, preset_2, etc. Whatever folder you please. Then you change the coding to the texture names (I assume you already did that), and then you export it in the Preset Maker.
But either way, textures and materials go under the preset folder number.
You have to put the image files and material file in right folder. Example if the material file name is "Preset_2.material" it have to be in folder Preset_2.
Then open your game and write your username, then go to Tools -> Preset Maker and export
Edit: Ninjad xD