Well that means youve had the demo for more then 30 days in which case you cant use it anymore. The 30 days shouldve been long enough to try out all the features and make a decision... If you just installed it then that means that either you or someone else had it installed before.

Are you just using materials... I havent used wings3d but I think it should work. However you have to have a UV map in order for the texture to show in 3dgs or whatever... I know for fact that blender can both animate and texture your models and export directly to mdl format. In fact I find animation and texturing much easier in blender then in med. Im pretty sure wings3d can do the same... Well maybe not export directly to .mdl but should be able to create animations and uv maps...