For whatever reason, the programmers at Epic left us a few really wierd character models with limbs missing or in the wrong places and then animated in some way.
In your Unreal2 system directory there should be a program called GlmEd (like C:\Unreal2\System\GlmEd.exe).
Run it and click file > open Workspace. In this window, select U2.gws. Press open, and click on view > render window. Then, click view > Entity Window and in the space where it says entity, click Change. Scroll down the list until you see the entries that start with Frank. Select one (I like FrankGimp and FrankSkaarjJogger) and press OK.
In the entity box, click the Agent tab, and select Enable Agent Mode.
Have fun by double-clicking items on the Actions tab
On some models you can have more fun by clicking the Inputs tab and changing the options there.