Starting from version 2.58 Blender no longer supports GIF format. That's a pitty, because GIF is the mostly used format for texturing models for Dark Engine. The reason of that decision is a license conflict. You can read more about it under this link.
Here's the workaround for this issue implemented in Dark Exporter. Blender properly displays PNG ang JPG files and many other, so if you want to texture your model with texture file e.g. xyz.gif (taken from one of the texture families of the game) convert it to PNG format in GIMP or any other software. Now you can use xyz.png file for texturing and displaying in Blender. During export process Dark Exporter translates all occurences of PNG files back to GIFs. In the last step you have to manually copy original GIFs to \txt folder of your Thief installation.
The following mapping takes place during export:
[Blender] -> [Dark] PNG -> GIF TGA -> TGA JPG -> PCX
In Dark Exporter panel there are two options which control this behaviour:
If PNG -> GIF is checked the plugin will rename all PNGs to GIFs. If JPG -> PCX is checked the plugin will rename all JPGs to PCXs.