Rigging and exporting first person arms?

[Flakk]

I'm trying to rig and animate and (most importantly) export a first person hand holding an object.
I seem to have done something wrong because I can only get the hands to export properly (OgreMax).

So my question is: What is the best way to set up a rig with a hand that is supposed to hold different objects? How do I link the object to the rest of the rig so that it exports properly? Can't find any documentation or tutorials on this.
I use Maya.