heyas; select your lightsaber and move it so it is in the figure's hand. then use object properties (or ctrl-i) to set the parent. select the hand (right or left, whichever you put it in) from the hierarchy. you should then save the prop to the props library. when it says 'this prop has a parent, do you want to make it a smart prop?' say yes. also, it is often handy to lock the prop after you parent it, so you don't accidentally grab it and move it. that is also under the object menu (no shortcut key).