Thank you.  It just needed the full path name apparently.

I read somewhere that Blender limits the number of textures you can import.

Finally got the model itself on the screen though, no textures displayed, but I just need to check around the options for that.  The thing locked up when I clicked "game" or something, thinking it'd show me the 3d model... just curious what that button did really.  Oh well.  I should figure out the rest.

Thanks to both of you for your response.