Well, the problem is that you didn't make textureunit with texture and render flag. Thats why your model can't be shown ingame and in WMV.
The simplest way to make your model works is to do following steps after you got message from screen:
So, in short: 1st - you have to enter texture name using (te) then create a non-reflected renderflag (r) and after that make a textureuint (tu) and set all of its settings to 0. I'm not a pro in custom modelling, but it works fine for me.
p.s on my screenshot I don't follow the order of steps, so don't worry if you did smth not the same as I wrote.