That usually means the folder structure is off. For a park named, say, Veterans Stadium you should have the following structure:
Code:
ballparks
models
attendance
Veterans Stadium
Veterans Stadium_Textures
Veterans Stadium.mtl
Veterans Stadium.obj
Veterans Stadium.ootp3d
Note that the "attendance" folder is on the same level as the "Veterans Stadium" folder. The .obj and .mtl files inside the Veterans Stadium folder work hand-in-hand. The .obj file describes the actual 3D structure, and the .mtl file provides information about the textures. The textures have to be in the right location relative to the .mtl file.