Heh, that's easy. Just make a new document. Hit F4 and go to one of the menus that has a shapes menu, select the ball one. Forget what it is called! DOH! Anyway, then go into Surface mode, hit alt, darg the mouse so the box goes over every texture. Hit enter, texture the sphere. If you are using a solid color, then make sure you set the Geo to 3.
Now, to implement this, you will need to use a cog I think. Just edit the pickups 3do or whatever and make it so it defines a model (3do) as a int, then use AttachThingToThing(); to attach it to your player. If you want to have different guns that is. If you just want fists with a shield, you can use jkSetWeaponMesh(); in the weapon cog, then just add a fist or gun to the inside of the sphere.
Note: You can also turn the shpere inside out and stuff by using F9 and scale feature, just use .9 then Scale as many times as you need.