Textured model in Blender missing texture in Pepakura

Hi all,

I downloaded the game models/textures from Dota 2 and imported them into Blender, texturing them according to this YouTube video below:
https://www.youtube.com/watch?v=R6DeiXVjDJo

When I export the model as an .obj into Pepakura, the model doesn't have the texture anymore. What am I doing wrong?

Thanks!