Stop chain links from detaching

So, I have this chain, consisting of chain-links, of course. When I select the last chain-link and try to translate it, it just seperates from the rest and follows the cursor. This is contrary to how e.g. translating a hand would cause the rest of the arm to follow.
How do I set this up so that the chain-links do not detach from one another when they translate?
(I figured out I can use the ActivePose Tool to move it without detaching but I'd like to know how to rig it properly, as a matter of principle).
Comments
How else would you expect it to work? those chain links are separate models, unlike the arm which is part of the same model.
If you want to rig a chain then probably you don't want to allow translation at all only rotation should be allowed with certain limits.
Well, I have another model of a chain that has all its links being part of the same model and they move like real chain-links move. It's only that I don't know how to achieve this effect myself.
You need an OBJ that has all the links in place, ideally each as its own polygon group. Open the Figure Setup pane and import the OBJ using right-click in the Groups section, make sure you use the right preset for the importer (it will be the one you use for the regular OBJ import to get the right size and orientation). You then drag the OBJ from Groups into Relationships, then drag-and-drop to create the correct hiearchy. The Rotation Order should have the axis that runs along the length of the chain first (so Y if the chain is arranged vertically). Once done, click the Create button. The joint centres may be in about the right place, if not use the Joint Editor to position them; also, in Tool Settings make sure that the selection group for each link is the matching polygon group. Now switch to the Node Weight Paint brush tool and right-click - in Weight Editing there should be an option to fill by groups. That should get you fairly close, though you may need to adjust the joint centres.
Thanks Richard.
That's a lot of for someone who has no idea about rigging but I'll have a go at it... that's how I'll eventually learn it.
Sorry for returning to the same subject but...
I hid the translation controls on the chain-links so as to not accidentaly touch them and have the links fly apart and voila : the chain now works as intended i.e. when I click on a link and translate it with the gismos, the rest of the links rotate to follow.
Ok, so I'm happy with the result, but can someone explain to me why? I fail to see the underlaying logic in this.
Translate (when not using IK/FK) just moves the bone and its children, it doesn't propagate up the chain. This is a good thing for many of the areas in which translations would eb left on (e.g. drawers in a piece of furniture)
Yes, Richard, this is totally understandable. What's strange is that translate (via the universal tool or the translate tools) DOES propagate up the chain IF the translate controls on the posing pane are hidden (right click -> hidden -> hide selected properties).
That is convenient but I fail to see the logic behind. I mean, translation is still possible, the controls haven't been locked or anything. Hiding the controls makes the translate tool "not see them" so it uses rotations only, is that it?