I thought there was a 3ds exporter like there is for Blender
There is one also. You can find the documentation about it in your CS installation directory, at crystalspace-src-1.4.0/scripts/max/exporterguide/index.htm
For the problem of the initial post, with textures not found, what have you done exactly? You have created by yourself an XML file with a sector, then you have included in your XML file the description generated by the 3DS exporter? If doing so, have you also included the description of the materials and textures? Have you set up correctly the VFS paths to your textures? What are exactly the error messages?