1- You have to uniteselect all the objects of the car to make 1 object. With the rectancle easy selector tool, sellect all your objects, then Create/Object/ Uniteselect and click on 1 of the object of the car.
2- Select the whole car with the rectangle easy selector tool and click on the "Faces" button- Deselect the faces (select-None)
3- Select by material. And Create/ Object/Detach. Name your object created by the same name than your material. Do it for each texture. If you have got 4 materials for, example, you will have 4 objects, at the end.
Important: As said above, the materials must have short names (less than 10 characters). If not, rename your materials into Material editor, such as mclaren1.tga, mclaren2.tga, mclaren3.tga etc... Don't forget to rename your images textures, too and reload them into Material Editor.
4- If you have got tyres, do the same: Rename the materials of the tyres, such as mclaren5.tga and mclaren6.tga, for example. Select by material, create/Object/Detach.
This is the way I prepare the car before to export it into .3ds format for 3dsmax or Photoshop CS5 to make a render. So, this way, I haven't got any object or texture missing. Hope it can help.
An example here of what you should get at the end before to export your model into .3ds format:Once your .3ds file is imported into your 3D software:
Hope it can help...
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