First buy a sentry gun. Wait until you can get another. Then set the sentry down anywhere.

Buy your other sentry gun so you have two all together. Now go up to your sentry and press right on your D-pad and hold X at the same time, until you are holding one sentry and the other one is on planted.

Now plant the other sentry anywhere.

Now you should have no gun, don't do anything - just go buy a gun or pick one up.
You should now have 3 guns. You can do it over and over again as many times as you want or need.