First thing is you need to choose which model program you are going to use. Then the procedures will depend on that program.
As far as a guide to all weapons importing, there are different types of weapons and they all need different rigs to perform this.
You will need to know how to model the weapon, then rig the weapon.
You will need a human skeleton with the eyes set at the 0,0,0 origin.
You will need a set of mesh arms to rig to the skeleton.
You will need to rig the weapons rig to the Human Skeleton after they are rigged and skinned.
You will need to animate the sequences (look at a gunspec.txt file for animation calls)
You will need to export the rigs into GameGuru, not thru the importer, but manually, Having the HUD.x file, textures, and gunspec.txt file in the folder.
You will then need to trial and error the gunspecs to fine tune the Huds position and alignment.
There is no easy way to get these in at this time if you are not familiar with the above processes for the specific model program you use.
Cant use Maya as it has no animated X file export. Most other will work. Fragmotion, 3d Max, Blender.
Hope this helps a bit.
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