I know in UGX maps they have custom made guns. How do I import my own to my own map? I know how to make a custom gun but what programs can I use and how do I import them into WaW? I also want to remove some guns from the box if possible.

If you have custom made models you have to rig them, animate them and import them. You can find tutorials for that here:
http://www.wiki.modsrepository.com/index.php/Call_of_Duty_4:_Introduction_to_animation

In the future UGX will have a tutorial for the process on this but for the time being the link above will have to do. To import the weapons to world at war you need maya 8.5 or blender to rig/animate/export the weapon models and animations. For removing/adding weapons to the box move the script "dlc3_code.gsc" from root/raw/maps to "root/mods/*YOURMAP*/maps". Open it inside the pasted location and search for "include_weapon". You should see a bunch of instances of something along the lines of "include_weapon("zombie_colt");". That is just an example but if you wanted to disable that weapon from being in the box all you have to do is add a second parameter to that function that just says "false" like so: "include_weapon("zombie_colt", false);".

Okay thank's the link I found but got lost. I'm doing some guns never used in zombie map.

If you have custom made models you have to rig them, animate them and import them. You can find tutorials for that here:
http://www.wiki.modsrepository.com/index.php/Call_of_Duty_4:_Introduction_to_animation

In the future UGX will have a tutorial for the process on this but for the time being the link above will have to do. To import the weapons to world at war you need maya 8.5 or blender to rig/animate/export the weapon models and animations. For removing/adding weapons to the box move the script "dlc3_code.gsc" from root/raw/maps to "root/mods/*YOURMAP*/maps". Open it inside the pasted location and search for "include_weapon". You should see a bunch of instances of something along the lines of "include_weapon("zombie_colt");". That is just an example but if you wanted to disable that weapon from being in the box all you have to do is add a second parameter to that function that just says "false" like so: "include_weapon("zombie_colt", false);".