I have done this before, so ill wlak you through it.

NOTE: throughout this I will refer to the armature bones as "skeleton", the actualy mesh of the skeleton as "skeleton mesh" and the skull as ... well "skull".

1. You need the lastest blender-nif scripts.

2. Import skeleton.nif and in the settings hit default then import the keyframe file that you want for the pose (eg. onehandidle.kf or twohandidle.kf) and select "Import Skeleton Only + Parent Selected"

3. Import

4. hit A then import skellie.nif and skull.nif using defualt settings make sure you also clear the animation box.

5. Delete the extra bones that get imported with those two nifs

6. Right click on the skeleton mesh, then shift-right click on the skeleton. Hit ctrl P and select "Armature" and "Dont create groups"
6.1 At the moment it only in the pose it starts in (frame 1 of the animation) to change that: Hit control-left arrow use the timeline to play the animation, find where you like it and then hit control-right arrow to go back.

7. Now for the skull, go to Shapes and choose whether you want the 'scream' or 'basic' setting for the skull, delete the one you dont want first, then delete the one you want it set as (cause it will then stay like that).

8. Now go to edit and position the skull where you need it to be, then go back to object mode and Right click on the skull, then on the skeleton mesh and hit ctrl-J and join them.

9. Finally, click on the skeleton mesh, go to Editing -> Modifiers -> Armature Parent Deform and press make real then apply.

10. Delete the skeleton, and you'll be left with just the mesh in the position. For cleanup, click on the mesh and delete all the vertex groups, they arent needed anymore.

11. Now you'll also need a weapon, for that you'll have to place it youself though, just import one and rotate and trasform it around till in the right position.

You'll have to go about making havok for it, if you dont know how to do that, here is a quick way:
Split a window and set the type to scripts, then, with your skeleton mesh selected go scripts -> mesh -> hull -> convex -> OK
You might need to edit it a bit to get the collision over the skull aswell, but dont be picky, its doesnt have to be perfect. This is just a quick way to do it though, there are some much better ways, if you know them use them instead.

and tada your done, heres a pic of mine (no havok shown or weapon)
http://www.invision.tesalliance.org/forums/uploads/1264331088/gallery_108_44_8016.jpg

EDIT: You can also change the texture to that of stone so that it appears more statue like and not real...but thats up to you...