The only way it would work is if you had the original folder name the textures were in when they were assigned to the shape in Milkshape or whatever other 3D modeler was used to make that gun. The reason is because the model will store the folder address the textures are in when they are assigned to the model, but other then that the model won't keep track of where those textures go and what happened to the folder holding them. Your problem is likely that the specific folder the shape is trying to get the textures from doesn't have the textures, or the folder is non-existent altogether.