Did you try and Append the whole blend file? You need to specify what to append. So once you've selected the blend file, you should get a list of elements to append in folders, choose Objects and open that, then start picking the meshes you want to Append.
Still not sure about the whole "Append" thing. I got it working and all fixed up though! I just imported the FBX without doing it and attached the pieces where they belonged and drug the object armature onto the Avatar armature manually.
