Your textures should come through. I would check what kind of material you have applied in Maya - I wouldn't bet that every material type you have in maya will export correctly. I know lambert works, and I believe Phong does.

Another thing to check would be whether your textures are the right size. MED will not import them correctly if they aren't a power of 2 (128 x 128, 256 x 256, 512 x 512, etc).

Are you getting any error messages?