I´ve downloaded a tutorial about textures, but when I try to put it in the program says that it´s an invalid jpeg file. Does anyone know what I´m doing wrong. (by the way I made the model with milkshape).
I don't know much about Milkshape, nor do I of Paint Shop Pro (I use Photoshop). However, I don't understand the reasons for your .jpg / .jpeg images. Armada II used .tga files (images files). You can't use .jpg / .jpeg files for Armada II, they simply don't work with the game. The only error I can see your end, if that of you trying to apply .jpg or .jpeg files to an Armada II vessel and the programme knowing this isn't letting you due to Armada II models not being textures from .jpg / .jpeg files. Hope this helps to some degree. :)
Load as JPG/JPEG, save as TGA. It might not be that simple, but it can't be any simpler than this. It might apply the textures to the model awkwardly, but this is just a cut and paste issue. Good luck, hope this helps.