The transparent color key defaults to black, rgb(0,0,0). It's possible that your problem could be there. After you load the object, try this command:
set object transparency (your object ID here), 0
It should turn off any transparency effects. If you are still having problems after that, it is possible that some of the polys in your model are facing the wrong direction. If that is the case, feel free to send the model to me and I'll see if I can fix it. I don't have anim8or, but I have some tools that can tweak 3DS files.
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TAZ
[Edit: Clipping is the most likely problem given that it is a gun. Try moving the gun down and forward so that it 'clears' the clipping plane.]