How to export multiple animations into one .skeleton file?

I have got some .max files and each of them contains a skeletal animation. I want to export them into one .skeleton file but I do not know how to do it. Could someone tell me how to do it? Many thanks!

You can merge the animations in a single max scene and export the skeleton with all animations in separate sets

Or you can merge the skeletal animations produced with an external application (this method is used in several commercial titles)

Or, in the Pro version you can export just the base skeleton and each of the animations to separate .anim files (or in groups of related animations) and load them in you application depending on the need, in this case you dont need to have a big sekeleton file with all animation in it and waste memory with animations that are not used in a certain scene