Exporting a rigged mesh

I'm having some trouble using the CE edition's export feature. I got a few free models from turbosquid which are rigged, and I want to use them in my application. I've gathered that if I want something exported as one mesh I have to attach all the submeshes together. However, I can't seem to get the exported mesh to maintain its bone setup, or to actually load for that matter.

Can anyone point me toward a resource that explains the proper procedure for exporting single meshes that can be animated? Assuming no keyframed animations are setup, but that a biped is in place?

There are several threads about skinned animated objects, search this forum for more details