I don't know much about creating models, but perhaps this could be a new "thing"... weapons on the Spy's back. If they can add a forward and a backward hat to the game(and charge money for both), they can add "backweapons"... if it catches on.
Have any screenshots?
Perhaps the 3dProgram you're using thinks the hat is locked into absolute coordinates...?

It isn´t a hat, i created a knife, but it wont appear on the spy´s hand. He does the knife rotating animation but there is no knife in his hand

I don't remember a whole lot about modeling in tf2, but i think that there are two bones that are important, a hat bone and a weapon bone. Maybe your knife isn't connected to the weapon bone?

Do you know where I can find the file that shows the weapon bone (Thanks for the reply btw)

Search YouTube for: "HellJumper's Blender 2.5 Modeling Tutorial for TF2". This tutorial goes over just about every thing you need to know about modeling for tf2 with Blender. Thats about all I can suggest, I hope it helps.

Thanks for the help =)