Hi. Could You look at this thread? http://www.gamedev.net/community/forums/topic.asp?topic_id=448608 Sorry for duplicating thread but maybe some of You don't look to Beginners section.

Don't duplicate threads, period. Pick ONE forum and post it there only. If you'd read the FAQ, you'd realize that we're pretty adamant about this here.

That being said, I'll try to answer your question. You can make it a single object or leave it as three, it really doesn't matter. Different game objects do things a little different.

If you do combine them into a single mesh, you'll know how to manipulate certain parts of it by the bone hierarchy that you create for it.