About Textures:
Firstly, NEVER make a texture in windows paint; its not designed for that. You can't save it as .tga which is what FPSC textures are. Secondly, even if you do somehow manage to save it as a .tga, anim8or can't open .tga's so you can't texture the gun.
About Anim8or:
Anim8or is a fantastic tool but it is still limited, it can't load .tga's. Also, i see you're using the material tools in anim8or and changing the diffuse colour to get, for e.g. yellow; these setting can't be exported, meaning even though its black in anim8or, it will end up with no textures in FPSC and just look grey.
As well as this, anim8or cannot wrap textures meaning that you can't ever get a model without some kind of stretch mark. Oh, and in case you didn't know, anim8or can animate stuff using bones but you can't export except in model-form (without animations). If you wan't to animate it, you'll have to import it into fragmotion or milkshape.
About the gun itself:
Pic attached. Also, notice how compressed paint makes this picture.
AE