Remove the armature modifier.
Select the legoman, then add the armature to the selection.
Hit Ctrl+P
Click armature then create from vertex groups.
Select the armature, then enter pose mode.
Select any bone.
Now select the legoman and go into weightpaint mode. (The bone you selected in the previous step should be hilighted).
Paint something then go back into object mode.
Select the armature again (you should stil be in pose mode) and move the bone.
If the verteces you painted move you're done.
Smile and save the file.