That's weird! Can you check some things for me?
- You collect pickups by passing through them (not "pressing E" or anything).
- Do you hear the pickup sound when you pass through one? Also, does it turn transparent?
- The character auto-equips a picked up gun only if he is currently holding the pistol. Otherwise, guns remain in the inventory and you must choose them using the mouse wheel.
- Also, once you collect a pickup, it becomes "transparent" and you can't collect it again for about a minute (other players can, though).