I'm no awesomederp when it comes to making these things but aye..
Are you sure you actually have the texture/image in the my_objects folder? And if so, does the material file for this mesh have the correct name written inside of it with the correct format afterwards(.png .jpg etc)?
also when you write in the material field inside of the object maker, it's usually written something like
MymeshMat since I think it goes by the name inside the actual .material file.
Mesh>Linked to .material
Mat line inside>Linked to the image/texture.?
This is taken granted that the .material codes lines are made properly of course.
I do not have the deepest of understanding but for some reason I seem to be able to get what I want working at least.
I'm sure others are able to explain if my post makes no sense.