Well, I'll be honest, part of the problem is that I really can't tell if it looks all right in Milkshape, because I've only really done objects until now. From what I can tell of the model it looks fine, but I'll get a screen of it in Body Shop: http://i35.tinypic.com/29c5fm.png

(I think this may just be beyond me for now, because I don't really understand bone assignments. Or anything relating to them.)