To add to my post above:
The same thing happened again yesterday when I was importing a flower bed made in GMax via CMP. The flower texture (red) would not load although it was there. I had made this texture - a tga - from one of my own photographs, using Serf PhotoPlus (that is probably not important). It needed tiling on the model, and showed hard edges at the tile joints. I then used GIMP to make the texture seamless, and resaved it as a tga. This showed up correctly in GMax but failed to load in TS2010. I then reopened the seamless tga in PhtoPlus, resaved it (in fact in that program it has to be exported as a tga), tried again, and all was well.
Could it be that GIMP saved the tga in compressed format? If so, would it be worth opening the failed texture (assuming it is there) in a graphics editing program and resaving it?
Ray