The problem has nothing to do with so called "illegal" models. The actual problem has to do with the way in which textures are being applied. Typically it has something to do with the model being told to use texture #3 (**AE), but without **AE existing.
lys1991, if you send me the model (through Private Message or Email) I can fix it for you and send it back to you. Then, I can post the solution here, mark the thread as solved, and maybe, just maybe, we can quit having to answer this question so often.
To clarify about the rules. No, we are not and should not directly aid people in ripping a model from 1 game and putting it in FF7 (though we supply the tools to do so). However, if the person has already done so, they may begin encountering problems such as this, which are the exact same problems that anyone in TA (or anywhere else) would encounter with a custom made model. Helping with problems such as the one in this thread are perfectly acceptable because it enables the entire forum to learn how to fix a common problem.