If you create more then one meshgroup in Milkshape you will need to add new texture files to the recolor package.
Or you choose a already excisting Maxis outfit wich has already more then one group.
If you clone the base game maxis nighty with the transparant parts on them you will see the recolor will give you 3 (9 total, or 6 i forgot) texture files.
body
body_alpha3(inside textures)
body_alpha5(outside textures)
You can use this outfit to add 2 more shoes to a outfit, you use the 2 alpha files for it.
However, there is a way to add new groups(as much as you like)to a recolorfile
Read this tutorial on how to do so:
http://www.insimenator.org/index.php/topic,51352.0.html