When you want a characters third or second weapon.Go to Tong Gate, there should be a box that contains a weapon box. There is another weapon box you can get from an officer called Cheng Yin {Sorry if I did not spell it right. after you destroy Cheng Yin and get the weapon box, kill Ma chao. After you've done this, it will show two weapons. It has a good chance of being your third or second weapon. Reapeat this over and over and you could get every ones third weapon.