Ok, what i tried to do was turn this:
http://fallout.wikia.com/wiki/Chinese_Stealth_Armor_(Operation:_Anchorage)

to this:
http://www.flickr.com/photos/50868892@N08/4875730972/

This is what i've done so far
http://www.flickr.com/photos/50868892@N08/4960635499/

But how do i add textures to it if i'm using GIMP 2.6?
And are there any consequences if 3ds max is "missing external files"?

if you are adding bits like that, you can just make them an armor addon. so you don't hve to export the stealth suit as well. just your models. this will simplify things greatly. but yeah, model them to fit.

looks like your model was messed about in obj, and you have a rotated model. +z if not the direction the model should be facing. and it should also centered.

missing external files- I have not idea what missing files. so cannot say if it is bad. could be benign.

texture- first you need to UV, so google tutorials for UVing. then google tutorials for texturing.