Well, it's even more simple than you think I belive. While being in the perspective viewport and having a nice angle of the gun, click (F4) and then (PrtScrn), paste it into PS, and there ya got it
Another way would be rendering them out, there's a tutorial on it here:
http://www.game-artist.net/forums/tu...-clay-max.html
But as mentioned in the following post, it's better to use the push modifier rather than scaling or whatever he now does in the tutorial
Oh, and for one not using the light tracer, being a bit more simple and time-saving.. Requiem got a tutorial on it here:
http://www.game-artist.net/forums/tu...s-3ds-max.html
Cheers!