There should be correspondance between all of you meshes, i mean if you modeled your character as one piece. The thing is, you need to distribute your weights the same way you did to the other corresponding part.
The logical thing to do would be to weight the model before it's segmented (you probably read otherwise in my tutorials, but i found out this neat little trick after my modding days were over):
Once your weights are correct, you'd duplicate the model and detach each limb, next you would take the skin modifier of the "one piece model" and copy / paste it to each segmented limbs. When you're done, you can simply delete the original mesh model. If that makes sense.