whoa - never encountered that problem before... my only guess would be that it might be the wrong file format, but you mentioned that you checked that before... weiiiird.
As for the file sometimes not appearing - being totally blunt - nifskope can be a royal pain in the boat. I can't tell you how many times I've had to just keep reclicking the path in any of the 3 different places to try to get it to work, it will load the folder with the textures in it and everything every time, but it just doesn't always want to work the first time. once I have a texture in there, I have no problems, but loading the path can be a real pain. just try it over and over like 5 or 6 times, it's the only way that I've been able to get it to work. I know it doesn't make any sense, but ...
Finally - Everything is modeled, and textured with the bandana - which is great - except my object is floating over the ground, and I can't click on it again to pick it up. the second is really of biggest concern, I figure that if I tweak where th ebandana is on hte Z axis, then it will eventually work correctly. I took some of the bottles from in the game, and I'm going to take a look at how they treated them in order to get the transparency etc. correct, as well as see what I can do so that the message isn't a solid object inside the bottle. in a world of beautiful physics - that would just look kinda stupid, and out of place.
--------------------
|