Putting 2 models together... how?

[Elthanor]

I was looking though the model section, and found some really cool models together. Like a dragon head on a bird,
or something like that. I was wondering how do you do that besides skin.

An Idea I have is like Add a Nightelf archer on a lion, or a Footman on a Dragon. Things like that.

Or maybe just like the head of Arthas on a Kngiht. How would I do that?

Have 3d studio Max(Still havent gotten that to work, dont know how to use) The Model editor on this site, and I had Gmax. Please help! Thanks