The tutorial at the moment is going to focus on making a handgun but I think adding some instructions to it for a melee weapon wouldn't be too hard.
It is actually easier in some ways to animate a melee weapon that it is to animate a firearm.
Right now the tutorial will show you how to animate a handgun with moving,firing and reload animations...the reload animation involving a clip coming out of the gun and being put back in.
In all fairness you can scrap the moving animation altogether.
If it is a small one that's ok but if it is too big it really screws things up.
There are also a variety of ways to deal with the reload animation...like moving the weapon offscreen and bringing it back again.
Right now I have the tutorial done to the point of where it shows how to place the joints and assign the vertices to the joints.
Sometime today or tomorrow at the latest (I hope...don't hold me to it.That's my best estimate...) I should have the animating part of it done.
While you can import your weapons into FPSC manually I recommend you use WCS or Weapon Creator when it is released.
It makes things a lot easier.
After you check out my tutorial on animating weapons (when it is done) I would suggest you check out Opposing Forces' tutorial on how to import a weapon into FPSC.
It is found in the models and media forum.
And don't feel too ad if you haven't figured out how to animate anything using Milkshape.
It took me quite a while.
Milkshape is a good program...once you figure out how to do something with it you have no problems...it's figuring out how to do it the first time that is a real pain.