If you open your mesh's .material file, and look at the first line, you should see something such as (example):
Material firepawMat
Or what ever is at the top there.
When you type in (example) firepaw.mesh, below that type firepawMat in the "material" section. Then click "update" and you should see your mesh's texture appear.
Is that the actual name if it? I said I didn't know- you'll have to find that file in C:/Feralheart/media/objects/my_objects. I was giving an example. ^^ If you do know that's the name, make sure you put that material file in the my_objects folder.