Hi there.
First, you need to make sure all your "parts" of your model are polygons. If not convert them to current state and put them all in a Null (useful if you have more objects)
Then, select the parts you want to group into, and right click on the hierachy manager. Select "connect".
Volia! Now, a NEW object containing all the meshes you selected is made. You can delete the remaining objects.
Hope this helps- I just discovered it a week ago.
