Throw away the weapon that is in your hands. In game press Shift+X
Weaknesses: You can't drop the bat.
Requirements: Have CLEO Game version - any PC version.
Update: Now dropping one weapon at a time instead of all at once.
Note: What for? I also asked this question when I remembered the old version. But then I remembered that before one mission they take away all the weapons. In any case, it "may" be useful in something else ...