You're doing that arkaman animation tutorial, right? I'd just looked into these tutorials the other day after discovering that kornman's updated haloanimationeditor was mentioned in the tutorial, as it is literally no where else to be found on the internet. Sadly, there's no link provided to the updated version and it may be lost forever.
Regarding your issue, I'm sure it's because you saved your animation as a .jms file.
Quote: I exported my animation into data/weapons/ar_mod/animations, and then saved it there and called it ar_mod.jms.
The link provided above is for a model exporter (.jms file), but what you need is an animation exporter (.jma, .jmo, .jmr, .jmw ... files). Since you are using max 2014, you could use spoonkle's junglegym exporter
http://forum.halomaps.org/index.cfm%3Fpage=topic&topicID=47033 which I use with my own 2014 max, or this older one that has worked in at least the few instances I've used it
http://hce.halomaps.org/index.cfm?fid=2943.
From there, I'd suggest redoing the tutorial step by step from the beginning, as adding any extra nodes to your animation like that box named 'frame' will increase the node count in the exported animation and prevent it from being used by the default assault rifle model. I'm not sure off the top of my head whether the no geometry to export error you had is an issue only when trying to export a model, or if it persists when trying to do an animation. Either way, if you adjust node counts, the same adjustments should be made to the model being used. Stock assault rifle = stock node counts.