I'm not familiar with rhino3d (is that the NURBS modeling package? If it is I don't think it supports animation) but for Milkshape read the tutorials listed at the Milkshape website. In particular read the ones by Scarecrow.
You might also want to look into CharacterFX. It is a high quality and very cheap animation tool which exports directly to b3d.
You might also want to look into CharacterFX. It is a high quality and very cheap animation tool which exports directly to b3d.