Ok, converting to poly helped me avoid the model deformation.
Exporting to .3ds carries the textures as well

I have already set the 'alpha' of all the skins to '100' and I do not use any script to assign to a entity. But when I run a level the entity is still invisible :S

I use only 3DS models as I can use only this modeller

On the other hand, while I am designing a level, the entity has its textures correctly...