Sorry for not responding sooner. You're both using Blender, right?
Well, firstly I'm assuming you mean you want to weight the mesh to the armature (using blender terms here).
Linking (or parenting) is just attaching one object to another in the hierarchy, and rigging is when you make the armature/skeleton.
You can read about the armature modifier (the modifier you use to weight the mesh to the armature) here: http://en.wikibooks.org/wiki/Blender_3D:_Noob_to_Pro/Advanced_Tutorials/Advanced_Animation/Guided_tour/Mesh/Amodif
You can read about vertex painting here (you have to use vertex painting AFAIK, envelopes wont export correctly): http://en.wikibooks.org/wiki/Blender_3D:_Noob_to_Pro/Advanced_Tutorials/Advanced_Animation/Guided_tour/Mesh/vg
Because you are using an armature not designed for your mesh (you usually make the mesh first, then the armature, then animate it) you might have to alter the mesh to fit the armature/skeleton. The lattice modifier might be good for this (I've used 3ds max's equivalent, the FFD modifier, to do this before): http://en.wikibooks.org/wiki/Blender_3D:_Noob_to_Pro/Basic_Animation/Lattice
I think you can also use the Blender bone weight copy scripts to transfer the weighting of the original model attached to the armature, to your new mesh, though I suggest altering it afterwards with weight painting to make full use of the higher poly mesh.
I advise going through the Blender Noob to Pro tutorials to get used to Blender first if you aren't comfortable with it.