First find the 'minecraft.jar' file. Click the Start button, and type " %appdata% " into the search window (without quotation marks but with one space before and another after the typed string) to get to Windows' application data folder. The folder '.minecraft' will be at the top. Open the folder titled 'bin', and look for the file 'minecraft.jar'--this is where the magic happens.
When you find it, make a copy of 'minecraft.jar', and stash it somewhere. If something goes wrong, you'll want a clean copy to start over with. Right-click the original minecraft.jar, and open the archive with Win-RAR/7-Zip. You'll see a long list of files in a new window. Follow the instructions provided by the mod at this point: For the WW2 Guns mod, you'll copy all of the '.class' files from ModLoader, ModloaderMP, AudioMod, and the WW2 Guns mod into the open 'minecraft.jar' archive.
The last and most important step: Delete the 'META-INF' folder inside the 'minecraft.jar' file; otherwise, Minecraft will just crash when you start it up. Close the file when you're done.
And with that, you're set! This particular mod requires collecting materials, so if you want to see whether it worked, create a new world in Create mode, and spawn a few guns to see them in action.