What is the heat weapon for...shino22 I tried everything there is to..

If you hold in the B or X button (if you have the heat gloves), Knuckles will start to glow.

When there is a red aura around him, and you are close to an enemy, you can release the button to do a light-speed attack-like maneuver.

You cannot jump or run while you are holding in the button, though.

I am not sure what you mean by heat weapon, but if it is anything like what Cheese-breath here says, then you might be talking about Knuckles Special PowerUp, the "Fighting Gloves." By simply holding down the B or X button long enough, knuckles will charge himself up to use his newest attack "maximum-heat Knuckles attack." This new attack is very similar to Sonic's "Light Speed attack" that can be used by Sonic once he obtains both the Light Shoes and the Ancient Light PowerUps. Knuckles' Maximum-heat knuckles attack is not limited to just nearby enemies. It also can also branch off to enemies that are close the enemy that you had just destroyed when using the attack. It also attacks boxes, like the ones in the "Lost World" stage, and any nearby item jars..er, containers or whatever you call them.

Hope that answered you question. This is Eggman saying to remember: "It's just a game!"