Attached Link: http://www.uvmapper.com

Have you UV mapped the cube in wings or just made the cube and exported it. Sorry if it sounds obvious but I have on occasion forgot to UVmapp something and just exported it out to find that textures don't work.

I use UVMapper Pro but UVMapper Clasic is FREE and you can do all your different type of UV maps. Box, planer, cylinder, sphere and so on. It also splits vertices if you need to and a big thing is you can save the .obj without normals. This lowers the .obj size by a good third or more.