I don't know about the export as a .lwo file from your previous thread, but if you can group the materials where you want the specific textures and export as a Wavefront .obj file, you can create a texture map to apply textures. Hair and fur from what I've found are the hardest things to texture and usually require multiple transmaps to get the right look. I'm not real up on modeling myself, just learned Wings3D, hopefully someone else will know an easier or quicker way to help you.