Yeah this catches alot of people out. You need to do your uvs. Back in the old days of PFX you could ony paint on nurbs and it would be fine because they already have their uvs done. And it doesnt matter with nurbs as they have continguous uvs allowing you deform the mesh without changes in the uv.

Painting on polys only came out in version 6 and painting on poly prims are okay because again these also have built in uvs , but 'custom' poly objects need uvs otherwise it will be a mess.

Chances are this has uvs but they are overlapping because of the work and changes in the mesh while you were making it. This is why its jumped across to other parts of the model

hope this helps
Jay