Weapon projectile disappear

Hi,

I start to create my fps starter kit.
My player : space orc
My weapon : space orc's weapon
My bullet: laser (I created)

My problem is the following:
I hold down the fire button, and I fire always.
When I moving, sometimes the projectile and the explosion disappear/invisible,
and I can't understand, why. Sometimes, when I moving with the player,
the player disappear (with his weapon) too.

you can download the video, and you will see my problem:

www.humansoft.com/makkmarci/weaponbug2.avi

thanks for help..