You need 4 files per model: the .gr2 3D model, a .dds for the diffuse (diff) texture layer, a .dds for the specular (sref) texture layer, and the .fxsxml.
I don't think it's the case here, but sometimes the specular layer is shared between multiple units if the shiny bits are similar (or if there are none); in which case you only need one copy of that .dds.
The .blend's are for those interested in editing the 3D model.