Don't know if this is in line with the forum policies, but I'll just post it and keep my fingers crossed...
I just bought the game and started playing it. I really liked the setting, story and gameplay right from the start, with one exception. I don't buy the part where a special forces team is sent in to handle a crisis, with guns loaded but no extra ammo. Sure they might be finding more guns and ammo strewn about than in the average city, but still.
I couldn't find a trainer to solve my problem, and the cheat codes I found would also give all items and unlimited life. Didn't even bother testing that.
The solution was to make a slight modification of my own, which I thought I would share.
If you open gorky17.exe in a hex editor and replace two bytes it will disable the ammo consumption of all the ammo using guns. They wil still need at least one charge though, you cannot fire a dry weapon with this change. And it does not include throwable items like grenades or charge-based guns like the flamethrower.
Backup the original file. Open the file and find address offsets 000CE3AE-000CE3AF. The original values of these bytes are 89 and 06. Replace both with 90. Save the file and start the game.
The mod does not break savegame compatibility, so you can use the executable with or without the modification interchangeably. So feel free to fire up some old saves, now with unlimited ammo.
This turned into a long post about a small thing. But I imagine some of you might want to try this mod. It makes the game easier, hopefully without ruining it. You get to concentrate more on tactics and fun, and less on what weapons you use.
If you want to try it, but don't know how to edit a binary file, let me know. I might post up a prepared executable somewhere.

On the other hand, by using melee weapons, you get more XP faster than just shooting. Well, yes, some monsters is hard without shooting, but... Paralyzing (and flamethrower) is best way to kill 'em all.
Zap him & stab him - Gorky motto.
BTW - Using mostly bayonets will get you on high, very high level.
But yes, you are right. Its stupid to send a commando into a action with few bullets.

Thanks, this made the game more enjoyable ;]

I tried using a hex editor but could not find the offsets 000CE3AE-000CE3AF to edit them. I tried several different editors. I'm not sure what I'm doing wrong. I am on windows 7 64-bit in case that matters.

I know this is an old thread, but I just wanted to say that I tried this out and it works! At first I was hesitant as I wasn't sure if this would make the game too easy...happy to say there is still a challenge. Monsters can still kill you pretty easily if you don't think about what you're doing; infinite ammo just eliminates the worry of running out of ammo for the really tough bosses.

@ragin
If you're still having issues with this, here's what I did. I downloaded the free hex editor HxD, launched it, and in the "File" menu I opened up the gorky17.exe file (make sure you back up gorky17.exe first). After the hex text popped up, I searched for the line 000CE3AE manually (meaning I didn't use the Find option). I couldn't fine the line exactly, but I did see the line 000CE3A0, and further to the right the last two pairs of values were 89 and 06. I figured that was the correct line, so I changed the last two pairs to 90 and 90.

After that I just saved and quit. When booting up Gorky 17, you should have infinite ammo to all your weapons, and it works in both new games and old saves. If it didn't work just make sure you changed the correct values in the correct line in the hex editor. Again, if you're using the program HxD, the line you want to alter should be 000CE3A0.