OK well I tried the EGun myself and it also crashed mine! Since there's no .umod, you have to put the files in the right directories yourself, and you were right to put the .u file in the System\ directory. But when I summoned it it gave me a critical error about 'Bad expr token 15' followed by a LONG stack trace.
I think it might be the case that the mod was designed for an older version of Unreal, then when newer versions appeared that old mod code was broken, and the author never bothered to fix it up. If you want to play with these guns, I suggest you contact the author and nag them into re-compiling their mod so it works with 226final.
In the meantime... dunno, do you have Unreal Tournament? There are loads more extra weapons etc. available for that than there ever were for Unreal...