Ok, so I have the model, the texture and the tools. I played a bit with Nifskope, but I am totally lost. Everything I tested out for now didn't worked. I also found some related stuff in the Bethesda forums but it didn't helped too.
My plan was to just export the flamer gun via Nifskope to *.obj format, copy mine over it, remove the original flamer gun and import this again with Nifskope.
So, everytime it says "texture none not found". Ok, I can understand this... he can not find texture "none" that also didn't exists. But my model itself has a texture.
Meh, Oblivion modding sucks. It is such a big deal just to import one modell... :/
/Edit: Woho, yeh. Sense of achievement. I can see the model in NifSkope now. But it is blank/white and if I test it ingame, the game crashs.