When you create an export out of Maya, there is a settings box/button at the lower right hand side (of the windowpane that asks you where you want to export the file to...)  that you can click on to see the various options for that particular export format. Click on that thing to make sure that textures are being exported, as well as the geometry. It may be that the default is to not export textures. (Sorry, it's been so long that I no longer know the default setting.)

If you are an experienced modeller who is into rigging characters or objects, I recommend Collada, rather than *.obj as an export format for Vue. Collada exports carry the bones information into Vue 8 and 9, as well as the texture and materials information. In fact, Collada exports even carry some crude animation information into Vue. Vue does not yet possess an IK capability, but at least your bone structure will make it into Vue. Collada exports (and Collada imports into Vue) are a bit touchy, so you sometimes have to dink around quite a bit to get a good result.

But the Maya *.obj exporter is rock solid.