3d model textures problem

I bought this nice VW bug http://www.turbosquid.com/3d-models/3d-max-volkswagen-beetle-1963/907368 now when i import it's not bringing in the textures.. the file comes with many formats so far only one will import the others say error.. the one that imports i think is the brush . obj 

I tried copying the obj file into the texture folder and still nothing attached. 

Any ideas?