Here is what you do.... Atleast this is what I do for Eye sockets, arms legs ect.... If it is not Polys yet, convert it to poly's, and if you convert it to polys, make sure the settings are on quads and you can do it by # instead of automatic, I would start around a 700 count, and work your way up untill you have enough detail. the lower the better, you can allways smooth it down after attach the arm. (do the same for the arm, but make it less polys) YOu need to delete some polys (make a hole) where you want to put the arm. Now the key here is to make sure there are the same # of verticies surrounding the end of the arm as there is on the inside of the hole (this might envolve some counting. If there are less verticies around the hole you created for the arm (witch I am assuming that there is going to be, Then you need to use the 'split Polygon tool, under edit Polygons. Now all you have to do is draw in some lines to make sure there are enought vert's. Easiestway to do this is make sure that your arm is low poly, so that you don't have to add to many additional verts on the body. After that is done, move the verticies of the arm, close to the verticies that you are going to connect it to on the body. Then go to Poygons, and combine the two.... Now all you have to do is select the two near Verts, and go to Edit polygons and Merge verticies. They should snap together, if they don't, go up to the tool, and pull down its options. If they don't snap together, then just increase the #, That number tells maya how far apart the Verticies can be before it connects them. It may look wierd at first having the arm attach like that, but once you smooth it, it looks seemless. Sounds complicated, but its not, just a little time consuming. Hope this helps,
Brian.