Seriously? What do you mean "what do you do next" ? Maybe put some effort into asking the question properly in the first place, and you'll get some decent replies.
What is it you want to do;
Do you want to learn how to create a 3D model of a pistol using Milkshape? If so, you've already done that. Making better looking weapons is simply up to how much practice you put in to using Milkshape, and the techniques you learn to help make modeling easier. Techniques are found in tutorials, which you seem to be giving up on.
Or do you want to learn how to use a 3D weapon in a game? Well this is completely different. For starters are you programming the game, or do you want to put it into an already made game as a mod? Or, are you using FPSC and want to make it FPSC-Ready? If you are programming the game, are you using DBP or some other language? In any of the above cases, you'll need to animate the weapon being fired, reloaded, etc. This too can be learnt through tutorials that you read. However you shouldn't look into animating until you can create better models than the one you have there.
What you're asking for is someone to put down a step-by-step written document telling you how to make a pistol from start to finish. Thats a tutorial. At the same time, you're saying you dont want tutorials.
So, figure out what it is you want first. Then explain it to us in detail, and dont be lazy with your spelling, it just shows your lack of interest to learn and will cause others to not bother reading your post. Then when you've gotten that all sorted out, post it, and you might get some help.