I've had a lot of woes or really aggrivations with this issue as well, but it's fixable; here is how I went about it.
In milkshape under the export options make sure 'Right Handled' is checked. Now this may cause yet a differnt problem that needs to be fixed in fragmotion. Sometimes this causes the character to have to be rotated in the FPE y axis buy 180. This may or may not make the character hold the weapon backward. Here is how to fix this.(disregard this next step if it's the flamerguy you'r working on)
In fragmotion,import the .x and rotae the model as well as the entire skeleton useing the commands not manually (fragmotion is good for that)then export as and MS3d file, reopen it in Milkshape and export again-this time
without the the 'Right Handled' option checked.
Hope that helps, give me a mail if your still encountering problems.

(lol 2 seconds after)
Don't just say No it can't be done. Think outside the box.