Several of the older xFrog sets did not import well into Carrara. Something about how they were saved into .obj files - the .mtl file had a different directory address hard coded into it. So, for those sets, you simply have to manually rejoin the textures.

I have one set where that happened so, for each item, I saved them into an xFrog Browser directory within Carrara and can simply drag and drop them. 

Mark