Ok obviously you didnt read any of the tutorials on my website :P,
That error message is very common and easy to fix, you have to link a bunch of crap together (aka the hierarchy, for when you saber body parts)
Thankfully there's a script that will automate the process:
http://psyko3d.50webs.com/tools/autolink.zip)
Be aware that object01 and box01 arent valid names, you have to respect the naming convention.
When naming non standard body parts (or accessories), the extra part will always contain the name of it's parent mesh. For example, if i've made a pair of sunglasses, it will inherit the parent's name like this: head_sunglasses. This naming convention cannot be changed, and you have to select that mesh and link it to the head (its parent in this case).