How to group objects, But only make into a Single big "Mesh" I would like to know how to group my Limb pieces all together
yet have all individual parts still move with their correct bones; something like this.

If you select the model, there is one big group, but the individual objects can still be moved.

I would like to know how this can be accomplished. Thanks!
To do this:


Select one of the objects (mesh)
Press Shift+Right mouse click to select the rest of the objects
Hit Ctrl+J to join them all into one big mesh
List the big mesh then Shift+right click on the armature
Hit Ctrl+P to parent the mesh to the armature
Select Automatic Weighting