By DBC you mean the old DB? For that, you export the DirectX Retained Mode format. You need to create the model in a special way to do a segmented frame model. I think the help dialog in the exporter explains this.
If you are using DBPro, you can use the DirectX SkinnedMesh format, and probably leave all the options at the defaults. I'm pretty rusty on this, but I think selecting the right sub-format is the main issue.
Somebody (Psionic?) had a nice page with a screen shot, but I can't find it. (Hey DB! Why don't you put something in your docs, or put a sticky message here?)
-John
John Thompson
http://www.jtgame.com/jtedit