Ok, I assigned the textures to a weapon, but I don't know what to do next. I have about ten .jpgs with part of the gun in it. I did all the right exports to .MD3 and .GLM, but the model is still untextured. How do I make a single image file with all the pieces in it?
You would have to re-UVmap the model, I believe. Are you sure you have the .skin file right?