Animating

Well.. I use 3Dsmax 4.2. I want to ask what ways you people animate your models.. Im not noob to modeling, but i am inexperienced in animating..
When you animate do you: make the bones, put a "Skin" modifier on the object that you want to animate, and then add the bones?
In the Blizzards art tools, you can see some examples, the grunt, the panda brewmaster, and the peon. I tryed to take a look at the grunt, and saw one thing i find very confusing. When there is like that hole on the grunt in 3dsmax.

But there isn't that hole ingame!
Hmm.. Maybe this is pretty much a newb question.. But plz tell me what way you animate.

Read-Art-Tools-Faq that came with the stuff....it explains everything......look for user property editing window....

do most of you still read the included documents...?