Everything needs to go in Media>Objects> my_objects, If they still dont show up you might have to code the objects manually
This Might Help! Here! (http://www.feral-heart.com/index.php?option=com_content&view=article&id=15&Itemid=25)
There has been times in which objects are not correctly coded by the maker themselves and the textures dont work properly. Unfortunately those objects cant be fixed by the user/experienced object maker