The thing is, besides the patch and this mod, you need to download OTHER files SEPARATELY. Easy to miss for those people like me just eager to download and play.
I realized that when you download the compatibility patch between WMX and WRP there is readme file included where the correct steps for the instalation are written. Like many of you, I use Weapons Mod Expanded aka WMX and also wanted to use these amazing textures by Millenia but I just couldn't make them work properly even when reading the instructions as described on the link provided in the description page, I kept finding weapons looking strange like the. THESE ARE THE INSTRUCTIONS FOR EVERYONE WHO HAS THEIR TEXTURES ON WEAPONS ALL MESSED UP