Pretty much a self reference post, based on Slicer v. 4.6.

1. Open the relevant DICOM set.
2. Open the Crop Volume module
3. In “Input ROI” dropdown select Create new AnnotationROI
4. In the slices view adjust the selection so only the interesting area is covered (if you cannot see the delimiters of the crop rectangle, then zoom out the slice view -dragging with right mouse button- until it’s visibile, then move/resize it panning the slice view -dragging with middle mouse button- and then finally rezoom until you are satisfied adjusting the selection)
5. Click on the Crop! button and see how the slices are cropped to the set area
6. Open the Editor module (you can select the GenericAnatomyColors palette)
7. Click on the coloured rectangle on the Label: row, and choose your relevant structure (if you’re here you probably want bone)
8. Click on ThresholdEffect button (third from last from the effect buttons)
9. In the Threshold Range input area that just appeared set a starting value of 300 HU (Hounsfield Units) which usually is a good starting density value for bone
10. You will see the relevant areas blinking in the slices images, and you can adjust the density range by using the small arrow buttons on the side of the lower value of the range
11. When satisfied, click Apply
12. Click on the MakeModelEffect button, first from last, and right after click Apply
13. After a while (depengin on how large is the ROI and how complex is your structure) the rendered model will appear in the 3D view
14. Click on the SAVE button in the top tools bar, and deselect every entity except the last one (usually named bone if you followed this tutorial), and then choose the STL format in the dropdown on the side (VTK format is selected by default), plus change to your needs the saving folder, and press the Save button
15. Profit!