First thing first kill bind out of spawn (find a tutorial for how to setup a kill bind if you don't have one they are a key funny to this game)

Now pickup the weapon you dropped over and over again till you reach your engies sentry or dispenser (teles and your own buildings don't work)

stand in the sentry or dispenser and pick up the weapon.

if you are still holding a weapon it didnt work try again
Remember you have to be IN the building and pick it up.