Gotta agree with Sniper, if you can use max then using Milkshape should be a piece of cake.
That's assuming AZP isn't just regurgitating tutorials that he's studied for Max - but really anyone with any modelling experience can use Milkshape, it's really just a matter of familiarity. Max is about 3 times as complex as any other modelling package I've used.
Personally I think that giving yourself a set poly limit and a handful of real guns to work on would be more beneficial than any of this. Like choose a specific real world gun, and then get all the concept art you can find that's useful and decide on a poly limit (maybe 1200 for a rifle, 700 for a hand gun). Recreating real guns is easier because you just have to worry about being accurate, not the extra hassle of originality or creativity. I know the guns your showing are all sci-fi, but they do look very familiar, IMO if your going this route then trying for authentic recreations is the next step.
A pack of guns from the same modeller is better than 1000 guns by different modellers, because continuity is very important - a little pack of real weapons would be very usefull and would teach you more about how to put weapons together for FPS games - especially if you make them working models, so they can be reloaded etc, it's much more fun to make working weapons IMO.
Van-B
Put those fiery biscuits away!