I jumped onto this thread after doing a search because I'm having similar weapon posing problems. 
I have V4 posed in a firing stance with the WP-38.  Okay, after I position the weapon in place, get her to actually hold the weapon and all looks fine. . . until I change poses, the weapon 'slips' from her grip.  Even if I just pose her legs and not touch her upper body, the weapon still 'slips' or moves from her grip.  I've tried the parenting feature in Poser 8 and when I select 'OKAY' for her right hand--the hand that has the weapon--the WP-38 slips from her grip again.
Even when I have V4 in a zero pose load the WP-38 and select the parent feature, the weapon just floats in space.  Is it this particular weapon, or am I doing something wrong.
My bet is, that it's me whose doing something wrong or missing a step.
Any help is much appreciated.