I added Weapons to the Bell 206 a while ago, so I just went up for a flight in it and shot a few aircraft on the ground (A to G) and in the air (A to A) and it worked fine for me. I'm not sure why yours isn't working, so I'll ask you a few questions that might give me some clues.

1) Did you use the "Loader" to add the Weapons to the Bell 206?
2) Did you modify the CSWeapon.xml at all?
3) Is the Weapon Control Panel displaying that you have ammo (in other words it's not displaying all zeros (000))?