yes, you need to import to a real modelling program, cut all the limbs up, and stick it back together in a hierarchy.
basically, DBC supports models that are comprised of seperate objects, linked together. its a very basic version of the .x file format.
your only possible option to use character shop's models (i presume it creates boned meshes) is to export every single frame, and then to play each model in order in DBC, showing and hiding the model's frames in order.
but i wouldn't do that.
Manic
I don't have a sig, live with it.