You've not followed the proper steps to make your lightsaber. Please see this tutorial (
http://www.lucasforums.com/showthread.php?t=143805) for a wonderful walkthrough on how to successful put a lightsaber in-game.
Sorry, it's not as simple as any other kind of item/weapon model. It's why I don't make sabers. :p
Also please check to see if you texture is actually appearing on your model instead of just being 'dark.' I can't tell from your screenshots, but it's possible your UV map has conspired against you. If that's the case you'll probably need to repair it, then make sure you cleave the edges between breaks in your UV map. Smoothing groups won't cut it for KotOR, unfortunately.