The "easiest" way to do it is to have the weapon parented to the fig's hand while its in the zero'ed position.  Start a new file, load the base figure, then the weapon.  Rotate/move the weapon into the correct position for the hand you want it to be in, then parent it to the figure's hand.  Then resave the weapon as a parented prop.  (Give it a new name, don't save over the old weapon prop!!!)

  Now open your other file (that I'm assuming you already have posed?) and load the prop you just saved as a parented weapon.  Now all you need to do is tweak it a bit, and you'll be set.

James