Whose toyota are you using?
If like me you are using Erwin Maliepaard & Guyon Waltmans, then make sure the files hi_prost_(1,2,3).tex are in the cars.wad, these are supplied with the toyota, named like so because they link to the gp4 files. Also, compressing the directory using gpmaster coz it decompresses each file so textures are seen from a distance.
Hope that helps
O Lord, wont you buy me, a Hyundai Coupe,
My friends all drive fiestas, and they look really gay,
Im tired from ma workin, on my 3.50 pay,
So lord, wont ya buy me, a Hyundai Coupe