The ships are a special case. The reason you can't change the weapons on them is because they require a multiplayer server for that functionality (dont ask why, I dunno either).

Just start up a private 2 player server and then you can change weapons the usual way ^-^

Well, I have discovered this few months ago, while playing with my friend, and I have forgotten about this discussion, but thank You for Your help and willingness :)

so what you need to do is lunch a mutiplayer session the go in say the torpedo boat the press the number 2 that works for me so i hope it works for you to :)