If you grabbed the Fitted Mesh avatar files in the Second Life™ Wiki and tried to use them, you may have had the result I got. No joy. I got no skeleton just a mesh.
There is somewhat a fix. Go over to AutoDesk and get the standalone FBX® 2011.3.1 Converter. Use it to convert the FBX files to Collada DAE files. Those can be imported into Blender. You will get the skeleton and all the extra collision bones, including the new ones. You will need to scale up by a factor of 100.
The skeleton imported is not that great. But, you can see all the parts. I am not sure the resulting file will actually produce a usable model. But, it gets one further along.