Make sure you have:
1. The weapons's DP file, (xxx.dp) in the Objects_dp folder
2. The .bgl file in the Scenedb>Weapons>Scenery folder
3 If there is a textue file (xxx.bmp), make sure that it is in the Scenerdb>Weapons>Texture folder
Numbers 1 and 2 are required and number three is sometimes optional, but needed if the weapons are not using stock CFS 2 textures. Most weapons packages will have all three of the above, but some just have numbers 1 and 2 depending on how the author textured them.
As far as the auto installer goes, I usually install into a dummy folder and then I install the parts manually. Some installers allow you to do this, while a few seem to have minds of their own.