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First make your object that you want to apply your texture to, in this case
i'm using a wall (128 units height)

Next click on your object (1), then Click the Browse button (2), a box should pop up
with all your textures (3), double click on the one you want... now your texture
should appear next to the browse button...

Click the Apply Texture Button (4)

This part is optional.. but i like to use it for walls, it's a little advanced but it's
easy once you get the hang of it. Click the Texture Application Button (5).. Then Click fit
to stretch the texture to match each face (6), then type in 1 by the X co-ordinate to make
the length normal so it doesn't look distorted (7), then hit apply (8), close the box (9) duh!

Congratz you've just learned how to apply a texture!!

Remember steps 5-9 are optional!