That's strange... Are you sure you're saving them with the right file extensions? So in the preset .material, if it says:
texture preset_7body.jpg
You're saving it as:
Preset_7body.jpg?
It should be working, I always used to do that, and when I did have a problem, it had something to do with the material file. You could try posting the .material file in quotes so we can look at it. :3