Import the gbxmodel of a normal weapon with a script, import markers and nodes move them arround the model and markers to where you think it should go.
Then you have to skin it, and compile it, then tag it.
This is the easyway so you use the original animations.
Separate vid tuts
http://hce.halomaps.org/index.cfm?pg=6&sid=23. (down the list a near the middle 5 videos made by smash)
Edit: Heres a Gmax modeling tutorial
http://hce.halomaps.org/index.cfm?pg=3&fid=1668.
BAN ME, YOUR AN ASSHOLE.