attaching a particle system(leaves) to a tree (3ds4)

hey guys, i had a question about making a tree for a video game (direct x). i made my tree out of cylinders and i added a particle system to add leaves. my question is, how do i make this all one object. i used Attach to attach all the branches to the tree but i cant seem to attach the particle systems to the tree... does anyone know how i would go about this? thanks guys