Animation exporting problem

I am relatively new to Blender and have managed to bumble my way around to feel quite comfortable with the program but I have ran into a snag. I am attempting to animate a man running with a gun in his hands. To “pose” the gun I simply added another bone to the original rig and made it the child to his main hand. However, I find when I switch from edit mode to object mode and attempt to bind the gun and bone the bone is sent in apparently random directions/rotations. I was under the impression that a “child” bone goes through all the transformations/rotations of its parent and should therefore, be in the same position relative to its parent after any series of such transformations. Instead this thing is completely off and I am left scratching my head. I have attempted this procedure in several different ways but nothing seems to work.

I have been able to successfully get the animation to appear correct in blender, but when I export it to Cal3d the thing is still in its original off position.

Does anybody have any suggestions? All I want is for the animation to run properly in cal3d, nothing more.

You might have better luck if you join the gun and character into one mesh(Ctrl-J). Create a vertex group for the guns vertices, and name it the same as the hand bone. Then you can easily position the gun in edit mode by selecting it with the L key.
If you plan on the character releasing the gun, you will then have to create a bone for it.