If you use the "zip" download and install it yourself some objects will come out as white and missing material.
If you use the installer and windows for it, it will install everything so the maps works. These maps are quite old and I think there's some material conflicts that causes problems. As mentioned above I think that you must have the installer place everything into the my_objects folder for it to work properly. The exported .fho and .fhm by themselves will not fix it sadly.