Hm....since you don't have Poser, that will be a bit tricky. You could start with the good o'le Gingerbread Man tuto: http://www.jabberdoggy.com/Tutorials/Gingerbread/GBMatrix.html . It works with Anim8or, UVMapper and Phi builder - each of them are free downloads. Dunno for the last part of the tutorial, cause he uses Poser for it. You might find a Poser3 free on some older 3D magazine, though.

I've listed some steps for creating in Wings3D too, http://www.renderosity.com/messages.ez?Form.ShowMessage=1198444, but at the end I use a free version of Poser3 too for the finishing up.

Then there is "Model Me Elmo" for Amapi user: http://rendervisions.com/modules.php?name=Forums&file=viewtopic&t=196 . Go to the main Amapi forum listing for the next steps.

Maybe you get an idea now, how it works. You also might want to check out the Poser forum here and the tutorial section too or do a search through all forums. This theme is an ongoing always-again asked thing, so you are bound to find some useful informations at R'osity.