I wrote a pretty simple tutorial a year or so ago for making a simple sword: click me (
http://forums.filefront.com/sw-jk3-modding-editing/243586-simple-sword-modelling-tutorial-3dsmax-gmax.html)
It's designed for Jedi Academy, but if you just ignore post #5 it should work okay for you. It's fairly bare bones -- I'll be the first to admit the texture part of it resulted in a pretty bland texture -- but it's meant for beginners.
You may want to lower your expectations a little if you've never modeled before, though. The biggest mistake people tend to make is they pick up gmax and expect to immediately be able to make exactly what they want to. When they have trouble and it doesn't turn out right, they get frustrated and give up. So you may want to practice a little before you jump into those Soul Calibur weapons.