I've started thinking about modeling robotic characters in the future, and how they can't be rigged exactly the same as organic characters. Organic characters need to be able to bend and change shape, but mechanical objects shouldn't (usually). These tutorials show how to rig a mechanical arm, and should suffice with rigging any mechanical character or object. This tutorial was done in Blender 2.5, but the theories should apply to 2.49.
One thing to remember, these tutorials assume each mechanical part is a separate object. If you designed a robotic character, most likely, you'll want all objects to be separate meshes in a single object, and you'd need to weight paint each bone to affect each part in the same way.
E = Extrude Tool, extrude new bone from previously selected bone
Shift + S (while end of bone is selected)/Selection to Cursor = to move the endpoint to your previous selected vertices.
Clear Roll = once armature is finished to clear any unnecessary rotations for each bone (17:40)
Add Constraints to lock down certain rotations and location of each bone (24:50)
Create IK Constraints