The first thing people generally do for Mobile Frame Zero is build mechs, even before reading the rules :-). If you're not used to building with Lego putting the small parts together in an attractive and functional manner can be frustrating. I'll try and help by looking at breakdowns of the official frames, naming some parts, and walking through the assembly process.
The Hi-Leg comes in two flavors, the first I call the Soldier. It's based on the
Regult from Macross. (Supposedly the OST--- series of mechs from Battle tech is based on the Regult. They have
arms though!) It has chicken legs; a tiny, bulbous body; and weapons sticking out at odd angles.
Here's the Breakdown Soren sent me.
I think that's pretty straightforward.
The second is what I like to call the Leader. Based heavily on the
Glaug from Macross -- most people know it as the
Marauder from Battletech -- it features chicken legs, T.Rex arms, and a heavy gun.
Here's the Breakdown Soren sent me.
The hard part here is seeing the
Tile, Modified 1x1 w/Clip sticking down from the
Plate, Modified 1x2 w/Handle on Side (Free Ends). The tile connects to the "torso". You can see it in the picture of the Soldier above, surrounded by the legs and the upper body. I will say that I found the connection for the "Gun Pod" to be awkward and it puts a lot of stress on the two studs that hold the pod to the main body.
Here's a look at the Soldier I assembled.

If you look closely you'll see I did away with the
Dish 2x2 Inverted in the torso and connected the Clip Tile directly to the
Travis Brick that connects the legs.
Here's a look at the leader I assembled.
There are a few variations of both Hi-Leg designs out there, but it hasn't taken off yet like the Chub.
Legs by TrueMortality. A heavily modified Soldier design with an interesting posture. I'm still not sure what part he used to attach the legs. :-)