How do I parent models in Unity?

I've made some 3D models on Blender a while ago, and thought I'd try exporting them into Unity, so I followed a tutorial on Unity Cookie on how to do so.

I've come across a problem, I have a model (or a set of models) of a shotgun, and 2 arms (on their own), they're using different armatures and materials, the hands are just linked from another file, if that makes any difference.

When I put the models into the game, the models themselves came out okay, and so did the textures, but the animations are completely messed up! it turns out that you have to export each armature separately, and then parent them in unity, I've done the first part, and they work now, just not together, how do I parent them?

Also, I have the same arm models linked to other gun files, each with different animation, is there anyway to put all of the animations into the one model, and make it switch parent?

Also, one of the arms in the shotgun file has an IK on it, is there anyway to turn that off or put the influence down if I were to change weapon?