Blender rigging question

#1 This could involve a fairly complex answer, but seeing as we don't know what you've already tried, would you please post the steps you've taken?

In a nutshell, you probably don't have the vertex groups properly assigned.

#2 Jeffery- I am using Blender
Scott-I made the bone parent to the mesh, it's just that I don't know how to make vertex groups.

#3 The vertex group options are in:

Buttons Window
Editing Panel
Links and Materials

Select the vertices that belong to a bone, then assign them to a group. First, create a new one ("New"), then put the vertices in the group ("Assign"). Be careful you're only assigning the vertices you want in the group. It's easy to accidentally put some verts in either the wrong group or in multiple groups (really screws with the anims).

Does that help?

#4 Yeah i got it to work

#5 Well, you actually will want to asign some vertices to more than one group/bone, in order to use the vertex weighting features, very usefull for joints and for more things... I would suggest you to take a closer look at the Blender documentation, including the very helpfull videotutorials:

http://www.blender3d.org/documentation/htmlI/
http://www.blender3d.org/documentation/htmlII/
http://www.blender.org/cms/Tutorials.243.0.html
http://www.blender.org/cms/Video_Tutorials.396.0.html

Blender is a very robust tool, ans as such it needs to invest some time learning how it works...