I can't seem to get it to attach... but the problem is something is wrong with the joints. The joint for the tail (closest to the body) isn't attached to the center bone. All you have to do is attach them together! I don't read jaoanese so its hard for me to read all the labels but yea Hope this helped somewhat!
To attatch joints you do it in MMD. Click on the model then go to "help, enhance model, physics model. Then a menu should pop up, at the top of the menu press the constraints check box. Then you can change the joints and stuff of the model