Yes, that's what I did, but the mb file had a skeleton; I just didn't import it. I think that's why the model still has some data about how to attach the skeleton.
Added 2 minutes later
Hmm... no, probably not. Everything is in this mb file, so it should be there... It just happened that there was already a yeti skeleton in the game. So, in any case, it turns out that both the model and the skeleton need to be imported into the mb file... darn.