Can I carry more than two weapons at once?
Solution 1:
According to this, after a recent PC patch you can now hold four weapons at once.
It's currently unknown when/if this patch will come to XBox 360 and PS3
Solution 2:
You can have four weapons - two guns, tripmines, pipebombs.
Since you're on the PC version, somebody might mod it at some point to let you have more than two guns. Maybe some of the trainers that are out could provide a workaround .