Basic CS Riggin'

Ok, here goes:
First you start off by converting everything to meshes, you can do this simply by Right clicking-->Convert to edit mesh. you should probably attach similar objects to it making what objects you want to be assigned to a single bone one single object, but it's not essential.
Second, Move the object over its corresponding bone. and allign the "joint" of your model, with the respective joint of the biped. Make sure the center point of the ball joint is the same (or atleast really close to) as the bip's, otherwise it wont look good when you move the leg. for the most part you can get away with eyeballing it.
Now select the object you want to assign to the bone, and assign it a "physique" modifier. Click the little "stick figure" button and assign it to the bone you want it to be on.
Once you assign it to the bone, a duologue box will pop up select rigid, No bending, and un-check the create envelopes box. Basically what you just did was tell the bone that: It will only be effected by that bone and not its children (any bone below it) The reason you attached it to the specific bone was to prevent the parent bone (bone above it) from effecting the mesh as well. The whole point of doing things this way is to make it so that the mesh is NOT deformed at all when moving the bip.
Anyhoo, you've got the mesh assigned to the bone structure and all is well. Now to wrap things up! Select all the objects of the bip and go to right click -->properties. Un-check the "renderable" box, otherwise, if your biped clips through your model and sticks out, it will show up in your render. Which is not good. Simply do that for everything and you're all set.