Its very easy in Milkshape.
1. Turn off the animation player-button.
2. Press the vertex button. (Not faces button!)
3. Work with two angles of the character. (Front and back.)
4. Select a bodypart to rig.. (The body or bones are good to start with.)
5. Select the vertex You want to "glew" to the bone. (The front of the Character first.)
6. Then press "Assign"...
7. Repeat step 5 and 6... (But this time the Characters back.)
Now one bodypart is rigged! Continue to make this to all bodyparts, and Your Character shourld be ready in notime... It can be hard to choose the right vertex in the beginning, but after a while You will learn how to do it right...
Good Luck!
I want to see a FPSC Professional! And lets make it REALLY expensive this time......