I got milkshape/3d studio max/maya but I want a tutorial on the hole process of making it.

man iam leet I hit the wrong button lol

Here you go Kenshin. This is probably the easiest to understand. It uses milkshape. If you want different animations though, you'll need to touch base with Zodiak as to how to do that with Pygmillion.
Rune-Lab Weapon by Screwball

Links dont work on tutorial

Sorry bout that they must not have updated the links when the site moved i'll drop a line to Zodiak see if he can get it fixed