You need to go back to step 3. PHI builder will give you a starting point by listing out all the groups it can see in the OBJ file. You have to sort them manually into the correct order. Currently the PHI file is saying that everything is connected to the abdomen. The correct PHI should read:-

objFile :Runtime:Geometries:rubio:coat.obj
1 hip yxz
&nbsp2 abdomen yxz
3 chest yxz
4 lCollar xyz
5 lShldr xyz
6 lForeArm xyz
4 rCollar xyz
5 rShldr xyz
6 rForeArm xyz
2 lThigh yxz
2 rThigh yxz

You may also need to include a dummy neck to keep the chest aligned