@Lundy, and that's the problem. is gun mesh attached to the rest of geometry already? if it does, select gun vertices and use rigging\influence\copy tool on them. if it's not, follow the correct bones paint procedure:
1. bind model to skeleton;
2. toggle "tranformation + 4 bones" on gun mesh in properties;
3. set desired skeleton bone as current;
4. switch gun to vertices level
5. use surface\rigging\paint tool.
if the gun mesh is already attached, you can do steps 3,4,5 only, but make sure to hide unnecessary verts befor painting.
@yabatou1985, sorry for delay, I can't test ped models in game, as none of them spawns to me, so I've checked your model in zmod only.
As I expected, you have not painted per-vertex specular color. the image below shows some sleeve polygons assigned to material with "Ignore vertex color" option disabled; and "swap colors" tool used on vertices - as you see, the mesh is bright grey meaning per-vertex specular color (shown instead of diffuse color after "swap colors") are white. Specular color on vertices should be black for non-wind-affected meshes.
the correct fix workflow for you might look as follows:
1. open properties of material and toggle off "Ignore vertices color" option on all of your ped materials (this is optional, it's just to let your see what you will do in the following steps)
2. toggle off "textures" in Perspective viewport (in a drop-down list of viewport options). most of your meshes should turn red/orange color as I see... it's ok. this is a default diffuse color on ped models;
3. select all of your objects (Shift + A), switch them to vertices level; Select all vertices (Shift+A) again;
4. use Surface\Paint\Swap colors tool and click on any of selected vertices. Mesh color should turn to bright grey. this is your specular per-vertex color.
5. expand Surface\Paint tool's options and set mode to "RGB" (the rightmost)
6. expand Surface\paint\Color tool's option and set color to Black; then press "Fill Selected" button to send black color to vertices;
7. * optional * (see below)
8. use Surface\Paint\Swap colors again to revert to diffuse color shown on vertices (orange).
you can export your model now; the "Ignore vertices color" option on materials is insignificant for exporter, so it's no problem to leave it off;
* optional *: you can paint some smooth random color gradients onto the cloak of your model, so this is the only geometry affected by wind. you can turn different colors in Surface\Paint\Color tool and paint interactively in perspective viewport (make sure to hide unneccessary vertices or objects first, so paint will not affect other vertices); Also, painting in solid viewport requires you to turn "Semitransparent" option on viewport, so a see-through paint mode is used. The tail of cloak can have brighter colors for higher wind affection, the upper vertices should have very dark colors for lower wind affection.
this is just an example. notice, these are specular color painted, make sure to "swap colors" before you export.