This might not be how you want it or even close. but I just set up a variable called weapon num. Then based on the variable, whether the number was set to the current weapons number, made it either invisible, or, not invisible. Then everything else of course was coded based off of that. Weapon damage was set according to that variable, the sounds they play things like that.
If you were to go at it like that it would probably look something like this...
var weapon_num;
function weapon_1_vis()
{
if (weapon_num==1)
{
my.invisible=off;
}
else
{
my.invisible=on;
}
}
Then you can set up a function to either add or subtract to that value based on the mouse wheel. It should change through the weapons. Since techincally they'll all be visible when you pick them up.
I'm not a coder either, but that's what I would do. There's probably a better and cleaner way to go about it, but that's all I know how to do.