Right. I'm guessing your talking about levels for an FPS. You presumably already have some form of 3d modelling software because you made that sniper rifle (which sounds like one kick ass weapon by the way) The simplest of all levels would be 4 walls to make a square, with your player running around inside, I've tried it before and this is pretty easy to make in programs like Milkshape. You then load this level the same way as you load weapons, characters etc, add a collision box onto all the wals and your character, a simple bit of camera movement and hey presto, you've imported a level. If you want to go into more complex levels then you really need to think about a level editing program like DeleD or Cartography Shop.
p.s. Now I read back over this I'm not sure whether I put enough detail in, if there is anything your still struggling with e-mail me at
[email protected] and I'll see what I can do.