Get a tripod, get a tripod, get a tripod. That can't be said enough time. Not only does a tripod allow you to take a much steadier, and therefore sharper picture in diffuse light, but it also gives you the opportunity to really ponder your composition.
Also, if you don't have a light tent, try shooting outside on a sunny day, but in the shade. You can also try to bounce the flash off a reflector if your flash detaches or can be aimed (obviously you're getting into higher-end cameras there).
Also, pay careful attention to Depth of Field. This is a function of your F-stop, your focal length, and how close the camera is to the subject. You have to play around with this a bit in order to get a feel for it, which is why digital cameras rock. It makes learning cheap and quick.
Anyway, in general, (and in layman's terms) the larger the F-stop number the wider your depth of field. The smaller your F-stop number, the shallower your depth of field. However, the F-stop affects shutter speed. So if you go with a bigger F-stop number, then you have to have a longer shutter speed. This matters because to shoot metallic objects such as guns and knives, you want that diffuse lighting source which might mean not as much light which might mean a longer shutter speed which means GET A TRIPOD.
Try this for an exercise. On a sunny day but in deep shade, set your camera's "film speed" (a.k.a. ISO speed) to 100 and then:
1. Mount your camera on a tripod.
2. Move your camera as close to your subject (let's assume a gun) as you can get it and still get it to focus. How close this is depends on the lens on your camera.
3. Manually set your F-stop to as small of a number as you can get it. Typically this will be something like F/2.8.
4. Most modern cameras will then automatically select the shutter speed for your in order to get a proper exposure.
5. Take the picture.
Now repeat the above, but set the F-stop to as large of a value as your lens will allow. This is F/8 or F/11 or something like that.
Now try it with a mid-range F-stop.
Compare the pictures on your computer monitor. Note how in experiment #1 there's only a thin slice of the gun in focus, and the rest is out of focus. In #2, much more of the gun is in focus, possibly even the entire thing. In image #3, you'll have an intermediate amount of the gun in focus, but overall the parts of the image that are in focus might be sharper than the portions that are in focus for #1 and #2. This is because that as you push your optics to their extremes, you'll start to notice imperfections in the optics. How noticeable this is depends on the quality of your optics.
Now go back and try again. But this time play around with zooming your lens in order to see how that affects your DoF. Generally, if you zoom in you're increasing your focal length and that will result in a shallower depth of field. If you zoom out, you're decreasing your focal length and that will result in a wider depth of field.
These things matter when taking close ups of anything. You may want your entire subject in focus, in which case you want a bigger F-stop number, to pull the camera away from the subject a bit, to reduce your focal length, etc.
On the other hand, it is sometimes visually interesting to deliberately use a shallow depth of field. Do this to really make a portion of the firearm, knife, whatever pop out at you. But now we're getting into composition and artistic expression.
The wonderful thing about digital cameras is that you can play around with them for as long as you have time to devote to the activity and it costs you nothing. Feedback is almost instantaneous too.
Go now and have fun with this. But not so much fun that you forget to go to the range!