every time i try to add a texture in gmax it looks like it is on the map but when i go to it in sapien all i get is a white colour instead of my texture!!!! WHY?!!!

because you have to compile the bitmaps in tool and then in the shader for the texture you must add the texture you compiled as the base texture. Have you been watching tutorials or doing this on your own? One of the MOST key things to map making is learning shaders and how to reference things in tags. Also, it is one of the easiest apart from modeling.