Initially, I didn't found any Tutorial on how to merge two models into one file and connect bones between them with the tools I use to make the model. There were some but it was slightly confusing to me...
The model was done through numerous trials and errors...
At first, I utilize almost all the tools available in Oinkerwinkle's website, following all the tutorials. I even manipulate and reconstruct models to my design (Unfortunately, this method have many limits and flaws).
After some time, I was hit an obstacle (Oinkerwinkle's tools are unable to link multiple bones to a single Geoset) until last year (2011), I was introduced to a tool that overcomes that obstacle. It was this tool; Mdlvis, and it have enough function to make the 'Mounted Spear Thrower' possible...
On Oinkerwinkle's website did mention about merging Geoset but the flaw was it connect the Geoset to only ONE Bone...
I hope this helps...