Throw away your primary weapon (by pressing 0) and then go to some machinegun or grenade launcher. Then go away and the machinegun (or grenade launcher) will stay in your hand so you can shoot from it while moving. If you change your weapon or pick up another primary weapon, the machinegun (or grenade launcher) will be lost and you have to repeat this action in order to get the machinegun (or grenade launcher) back.