Are you making a dynamic character? Are you trying to give it weapons to hold? That's what it sounds like you're doing, so I'll answer that.
Assuming you set things up correctly in 3ds Max or Maya and have exported the weapon as a dynamic part AND got it all set up correctly as a dynamic character in HeroEngine, you can control what parts are displayed on the character with the character manager:
Right-click the dynamic character, mouse over the "NPC Utils" option on the menu that appears, click "Possess".
Then, Hit F5, click the "CCS" tab and click "Character Manager".
If that doesn't help, try to explain your issue a little more clearly and specifically and we'll do our best to give a more helpful answer!