Weapon for FSX has not been created for use with multiplayer. What you are seeing is the substitutions for the rockets and bullets. FSX will pick the MDL that it thinks is the closest match to ammunition MDL, R-22 Robinson helicopters in this case (I would love to see a screen shot).

Was this what the other non Weapon for FSX owners were seeing? Or was everyone seeing them, including you? I'm only asking because I would be surprised if you were seeing them because you have the correct MDL files in you FSX\SimObjects\Misc folder.

Mark