The guide said that the meshes shouldn't be parented to anything.
Oh yeah. Forgot about that, it's too old to edit anyways. You don't
need to do any parenting, I never do.
How do I move my mesh + armatures to the world centre?
That's kind of your problem since you've modeled it strangely. First I would find the center of the handle (your mountpoint is at the center by the way), move the cursor there, move the mountpoint to the cursor, move all the origins of the objects to the cursor, move the cursor to the world center, snap the objects to the cursor, reposition the muzzlepoint at the center of the barrel (it currently isn't).
I did everything the guide said about fixing the normals, in both 2.64 and 2.49.
Recalculating normals isn't 100% perfect. Some manual work is usually required.