Hehe, another KoRn fan, gotta give some theory pointers just for that
Ok, plain mapping, one of the most used mapping methods, although a mix of 2 or more methods is common.
You have a gun, now imagine you just squashed it flat, like a piece of paper. Basic plain mapping would have a similar effect to this - in fact it's common practice to use a photograph of a gun as the texture, and as a model guide. Plain mapping works a bit better in Max than in Lith, because in max you can move and rotate the Plain gadget before texturing, so really, it is like projecting the texture right through the model. The idea is to plain map each piece at a sensible angle, to make drawing the texture easier and make it look better - this is something that need practice though.
Now each polygon on the model is probably polygon mapped, meaning each poly uses the entire texture, you need to change the texturing so that the texture covers the gun how you want it to. Now, if you use Lithunwrap you just select the lot and select Plain mapping, Simples tutorials will show you howto do this in detail. Now, you have a UV mapped model, which won't look great, but it's a good learning point. If you save the UV map as an image, you can use it as a guide for drawing your texture, I like to paste these as seperate layers so they act as handy outlines.
From here, experiment, a lot, UV mapping is not easy, I actually find it more difficult and frustrating than modelling. Once you know how Lithunwrap works though, it'll be much easier, persevere!.