Its the bodyMorphs.

You need to delete it before exiting the set up room.

In the set up room open the hierarchy window, scroll down and select bodyMorphs then hit the delete key on the keyboard.

If you leave the set up room with it still in place the bone geometry gets added to a group called "NO_BONE" which you may be able to remove in your modeling program.

So best to delete it first.

Hope that helps.