You need to use the proper skeleton for whatever weapon model you are trying to compile as a world model. You can get the proper skeletons simply by decompiling the default skins (which you can obtain by using GCFScape or a similar program). However, there are instances where the model itself is not the problem. Make sure to check the .VMT files that are assigned to the model and make sure settings like phong or the envmapmask are not present as they can cause consistency errors as well for the world models.