I tried what you said and still no luck. I tried converting all my textures to the possible file formats available and also tried using gta_default, gta_normal_spec, gta_normal_spec_reflect but still no fix. I think this might be a materials problem since like what I posted before a friend uses 3dsmax to assign textures to the model them import it to Zmodeler and he doesn't get this problem but almost all of those who use only Zmodeler get this problem.
This is what I generally follow when converting guns with just a few more steps like adding and setting up the bump and spec maps.http://www.youtube.com/watch?v=rtVLXpjaw6U
I also tried importing a default gun from the game to Zmodeler then export it and import it back to the game and I get much more transparent textures that I can barely see the gun.
Here is a photo:
I did not edit this one just import it then export from Zmodeler.