Need help with materials

[ds3]

Hello anyone!
I'm newbie in modeling. I've found very handy tutorial by Hourences.
But i still can't understand how to export model with multiple materials.
I've got some primitives in a model. They have 2 different materials applied and 2 different map channels.
(pic 1)
But then i import them ingame there only one material.
(pic 2)

I've got no idea how to export\import it correctly.
I would appreciate any help with this.
Thank you.