i have a gun model, attached it to camera's rotation butsomehow, it doesnt rotate along with the camera ,when the camera is rotating the gun model goes out of screen and came together with camera at the origin of rotation .i remember i saw some post about this same event.but anyway how to setup correct transformation.. what is the simplest way to set D3DXMATRIX.

Render the weapon after rendering everything else (but the HUD).
That way you can just reset the view matrix to the identity matrix and render the weapon independently of your character's position.