I didn't know this was something you guys add problems with! The Doom 3 game and Grimm (also using idtech 4) have hanged ragdolls, Grimm even use them to good effect to make simple dynamic cloth. The Doom 3 one (hanged by one feet) can even move about like a pendulum. The trick like you found out is to bind the bone you want stuck to the world (with the AF editor). But your method VanishedOne, even tho works, unfortunately makes the character unrealistically stuck in the world by the head.
Like you guys also found out, binding a ragdoll to another, doesn't not work (afaik) in idtech 4, it will just cause collision problems.
If you guys want to have realistic hanged ragdolls , that can be moved about realistically, than the only way I know (apart from animation...), is to make the rope part of the character rig (in Blender), in that way the body and rope will just be one single skeleton/ragdoll.
Btw when you drag a dead AI character around you are essentially making a "hanged" ragdoll. ?