You can make a weapon with any 3d modeling program
What you can do for animation is
1. Get milkshape
2. get fragmotion
3. in fragmotion, import a fpsc weapon similar to yours then save it as an .ms3d file
4. open it in milkshape, then import your own weapon model
5. scale your model to be the same size as the animated model, then place it in the same spot as the ready one.
6. remove the fpsc ready model, leaving only your weapon and the animation skeleton
7. assign the joints to the weapon
8. export as .x
Poloflece

Poloflece, not to be mistaken for polofleece, polar fleece or polar flece. But I like to go by Polo or PFG, SO GET USED TO IT!