Look into the animations folder, the Doom 3 engine keeps the animations separate from the mesh. The animations for the weapons belonged to the weapons themselves in Doom 3 (because they were used for both the view model and the playermodel), if they kept that in Quake 4 custom animations might be impossible.
I got some sort of "ERROR: Can't verify blah blah blah.pk4." and some other junk. I figured if I copied the data from the cd's onto my computer I could install the game, but I got a cyclic redundancy error on one .pk4 file (pak10.pk4 in my case) and I could not copy the file whatsoever. I would have returned it immediately…