User blog comment:BatmanBaleLover/Possible Story for Guardians of the Galaxy (part 3)/@comment-2041242-20140221145801/@comment-4758157-20140221175546

Well, depends on if you mean Starlord or Rocket.

About Rocket, he had the guns, but he was afraid that Nova corps would catch him and place him in more dangrous room, since he was only one against a lot of corps, before he team-up with Drax, Gamora, Groot, and Starlord for an escape plan.

About Starlord, Groot secretly gave the keys to Peter (although, this wasn't in the article). And the reason he smiled in jail costody was because he got the keys. So, he beated the guard of that personal jail, wore his costume as beated several as well. So, he went to outfit rooms to get his guns, jacket, and mask and started the action.

Like Rocket, Drax had those knifes as well, but would be afraid to get caught. Gamora and Groot didn't have any of those.