After you have finished the animation on your model, copy a gunspec from another weapon, so you can use it as a template, where it has the animation info in your gunspec is what you put the key frame info into.
Somewhere in yor animations app you can see the key frames (ie: Reload is frames 10-30)
In the gunspec you will see all the animations you need, so where it says Reload = X,X change to equal your animation (ie: Reload = 10,30)
You will also have to position the weapon so it appears right for the player, what I do is use another gun model in my animation program, line it up, then delete the old model/animations.
Export as HUD.x put the textures and model into a folder and your done the basic weapon process, then you can add pickups for the gun and ammunition, etc...
-Vent