First you should select all of your character's elements....every bone, every helper etc etc and then group them using the Character--->Create Character tool.
That way you can properly import, export and scale him/her/it.
Then....create a new scene etc and start building your environment. Once that's done....import your character, scale as necessary and go from there
BTW: Make sure you've checked to see if your character scales properly before simply considering it finished after doing the "create character" thing....sometimes if you have a complicated transorm hiearchy scaling won't work properly and you'll have to go back and fix.