Have a watch of this
accessory tutorial if you haven't already, it goes through the process of making a simple necklace, including the part you're having trouble with, Parenting and Vertex Group set up - that (obviously) has to be set up correctly otherwise you'll get the error you're having; double-check the
mesh is Parented to the Armature object and that is has a corresponding vertex group assignment. These two elements are easy to miss.
Make sure too, to have the mesh and Armature selected for export or disable
Selected Objects on export to force the inclusion of everything in the scene that can be filtered out during import into IMVU.