My Gameobject position when i add child objects to it

For example, I create a game object to move a shoulder on a player that I am using. It works fine so I add the fore arm game object as a child object to the shoulder game object. When I then select the shoulder game object it has changed position. It moves near the child game onject. When I then rotate the shoulder, the mesh move at the shoulder, but the actual pivot is where the fore arm gameobject, that is the child object of the shoulder game object, is. Can someone please tell me how to fix this as I can't physically do anything to my characters.