No, this is not what I meant.
When you combine the objects, you get one PolySurface1 in the Outliner, and all the objects you had before with a white rectangular shape and a red arrow as icon. I want to animate this model and export it to an engine, and therefore I have to have one single mesh, so I have to delete the previous objects, or I won't be able to import it nicely in the engine. When I delete the original objects, what you get is one polygon mesh without materials attached to it. Since every original object had a separate material, I can't reassign them that easy. A possible solution might be to assign different materials to manually selected faces, one the same object, although I don't know how to do this.