The easiest (is that a real word?... well it is now!)way is to animate the weapon(each one) with the model then save the file as the 'gun', delete the player, resave without changing the weapons position then use that 'gun' to attach to the player model.
add to the 'gun' scipt, my.Frame = your.frame; my.next_frame = your.next_frame; and the weapon will confrom to the animations as it should do.