Disappearing most likely means that it has simply been translated or scaled relative to its new parent. After Parenting, are the TRANS values for the gun's BODY, and whatever part serves as a HIP, zeroed out. That should bring it back to the belt. (might be less confusing to do this prior to parenting the belt to its parent figure) If it still doesn't show up, also make sure the scale is not way out of wack. ...and yes, figures are routinely parented to props.