aWac ... take all the textures - open in Gimp (with the DDS export addon) and export it with the "create mipmaps" options ... Doe, you have to do it for all, piece by piece.
Hmm, or...
You can use dds converter 1.4, or dds converter 2.1
I usually use 1.4 coz have the 'power of two' option (can destroy ur aspect ratio image, but if u are in a hurry, or have square textures is great)...
Dds converter 2.1 dont have it, but have the posibility of convert dds to another too. So in this case, convert all the dds in png (so can keep the alfa if necesary), and then convert all the png back into dds with mipmaps activated should do the trick.
Just divide between dds type, for example dxt1, dxt5, or ati1 in diferent folders.