If you saved your meshes and particles in a group made by you for example, LilyObjects once you export it it will export as Lilyobjects.FHO you will put that in the Zip/Rar download along with your FHM. If you however saved your objects to a default group like "Rocks" then it will not work. you will have to go back to object maker and save them to a new object group created by you.