Complete the game and return to the starting area (Blackfoot Territory). From the LEFT of the HIGHER boulder leading up to a ledge and gap, jump and spur your horse so it lands on top, then onto the ledge. Cross the next two areas. Stand between the only two rocks in the water. Press and hold LB+LT+RB+RT+A for a few seconds until you hear a strange sound. Go to Options (press START),for a new selection - GUN. Choose any Mission or Cutscene. You will retain ALL weapons, items, and skills.