I've only baked animations once but don't you select the mesh or the group that has the mesh and all the controls and joints?
just the mention of baking makes me think of cookies...
that's a "Ch" pronounced as a "K"
Computer skills I should have:
Objective C, C#, Java, MEL. Python, C++, XML, JavaScript, XSLT, HTML, SQL, CSS, FXScript, Clips, SOAR, ActionScript, OpenGL, DirectX
Maya, XSI, Photoshop, AfterEffects, Motion, Illustrator, Flash, Swift3D