No, you don't need to use LoadAnimTexture. That's for animated textures.
Whatever you're using to convert the models is messing up the sections. I just loaded that AWing into 3dsMax, exported it to .x format and loaded it to find that it reports 1 with CountChildren() Then grabbing that child entity and CountChildren() on that, I got 11 ( which seems to be the number of mesh sections. )
Here's my conversion of the model so you can make sure your code is right.
http://www.glimmergames.com/temp/awing.rar
Whatever you're using to convert the models is messing up the sections. I just loaded that AWing into 3dsMax, exported it to .x format and loaded it to find that it reports 1 with CountChildren() Then grabbing that child entity and CountChildren() on that, I got 11 ( which seems to be the number of mesh sections. )
Here's my conversion of the model so you can make sure your code is right.
http://www.glimmergames.com/temp/awing.rar