It's not like exporting other stuff. Well, it is, but not in all its likeness.
You have to know how to link everything.
The JMS exporter ensures all the frames are set up for you: it'll work when you don't get the message.
Okay:
MESH/MODEL> Links to > bip01 pelvis (the main bone)
whatever the TORSO is > bip01 pelvis
Basically every bone links to the one it relies on (head>neck, hand>forearm)
etc.
If you got another geometry, like a hat, link it to a bone (like the head).

You can name them what you want I think, as long as everything is linked properly. It's literally been years since I've been here; I'm surprised it's still going strong.

Hmmm. depends. The bones should be named the bones you animated with. Same principle though. There's the one bone at the top of the hierarchy. Link the mesh to that.