Right below 'Armor' is 'Armor Addon'.
Create a new Armor Addon and create a 'left hand' and 'right hand' object, attaching the glove to each.
You then create a new >Miscellaneous >Form List object and place your two Armor Addon gloves in it.
Then open your armor and on the 'Biped Model List', you select your form list from the dropdown box.