So a couple of you have been curious how I've been combining models for JKA, and its only because of this super cool program called Blender, which makes doing simple things like that (frankensteining) more simple than in a program like 3DS Max. That's because Blender retains the weights that the imported model already has. Weighting is basically how the model adheres to the JKA skeleton and makes it move around. For example, if a model's feet clip through the cape when it runs, that means the model wasn't rigged/weighted well.
I'm not going to write out my own tutorial for you, because there are like 3 really good ones already. But feel free to poke me in this thread or on Steam if you run into issues.
Tutorial 1 (this is what I used, but the others are probably better, this one requires a lot of reading between the lines, so to speak)
http://jkhub.org/topic/4905-frankensteining-with-blender/?p=72138
Tutorial 2 (JKHub Tutorial by Maui)
http://jkhub.org/tutorials/article/195-blender-jka-frankenstein-models/
Tutorial 3 (tutorial by a KR member 
)
http://www.knights-reborn.org/forum/viewtopic.php?f=12&t=10419
