Heres a script to do that.
;Artificial Intelligence Script
;Header
desc = Weapon Pickup
;Triggers
:state=0:hudreset,hudx=50,hudy=90,hudsize=30,hudtext='F' to pick up Weapon,hudname=Coltprompt,hudhide=1,hudmake=display,state=10
:state=10,plrdistwithin=40:hudshow=coltprompt,state=12
:state=10:rundecal=5,spinrate=4,floatrate=10
:state=12,plrdistfurther=40:hudunshow=coltprompt,state=12,state=10
:state=12:rundecal=5,spinrate=4,floatrate=10
:state=12,scancodekeypressed=33:hudunshow=coltprompt,playertake,coloff,rundecal=-1,plrsound=audiobankitemspickupweapon.wav,state=14
;End of Script
Its F that you press in this though. To change edit the scancode numbers and the hud.