Importing asset from 3d Max but texture isn't included?

Hello, I have an mesh with a texture applied created in 3d studio max 2010.

When I load Max 2010 with this object I see the texture.

This is all saved to a .max file.

I use drag and drop to add the .max file to the assets (project) window.

The mesh imports but the texture is not there. The object appears in Unity with no texture applied.

What do I need to do in order to bring in the texture?

Thanks for any help!

You should copy your texture to assets folder before importing your model. You can also write a post processor script to do that for you.