This can only be done in co-op. Open the help room.

Have one player go to the random gun and blow themselves up. Then you open the box.

When the box progress is halfway through revive the player next to you. Don't let go of X. Right before it says "take weapon" press and hold X and you will pick up the weapon while reviving the downed player.

If done correctly you should get 3 guns. This may not work the first time but eventually you will get use to it.

If you do the glitch correctly again you can get even more weapons.