How to add a death animation to a model?

[lucifekit]

I have some weapon model,and i use it in my map as a missile,but when the missile hit unit,it stay for a 3-5s before disappear,it's because my model don't have a death animation(or wrong death animation ?? )

Please tell me how to add a death animation to a model ?( I only need it disappear when it die)

Thanks everybody!