Are any of your bmp filenames longer than 8 characters long?

The .3DS format uses the 8.3 filename format, which means the maximum length is 8 characters long for textures. I am assuming you used 3DS MAX which means it will shorten the texture names to 8 characters long and then the 3DS file wont be able to find them.

Rename your BMP files and re-apply the textures in your modelling program.

Hope this helps..