...still haven't quite wrapped my mind around melee combat yet - again, the 40k training shows through...
Close combat operates as such:
A character may use up to two close combat weapons during combat. Pitslaves can get extra arms, so they can get extra. Each player rolls a number of dice equal to their Attack characteristic value, and any character with at least two combat weapons that does not carry a Basic/ Special/ Heavy weapon gets a +1 Attack value bonus for not having to deal with the larger weapon while duking it out. The combat score is the resultant sum of the Attack dice rolls plus the character's Weapon Skill characteristic value, factoring in the various Combat Score Modifiers (such as +1 for Charging). The character with the higher score wins, and the difference in the two scores represents the number of successful hits they have landed. When you have multiple combat weapons, the hits are dealt with in a back and forth manner.
Parrys are very helpful because they allow a character to force their opponent to re-roll one of their Attack dice (hoping that the six that they rolled can be re-rolled into a one, for example). This can only happen once per round of combat per sword and/ or weapon or skill that allows for a parry.
So lets say you have a sword and a club, and both you and your opponent have WS 4. You each have a Basic weapon and an Attack characteristic value of 1, so you are each rolling one Attack die. Assume the opponent does not have a weapon or skill that grants parry. You roll a 5 and they roll a 6. BUT, because you have the sword with parry, you force them to re-roll their 6, and the new result is a 2 (never in the game - and I think also in 40K - can you re-roll a re-roll). So you have won combat, and by a difference of 3, granting you 3 hits in combat. You may choose the order you deliver the hits, so going first with the club means you strike club-sword-club. The benefit of this is that your hits are at Strength +1, User Strength, Strength +1. Chances of causing a wound are greater.
So now all of a sudden you have the situation where a Gang Leader with a Plasmagun and a Chainsword might be more expensive than a Gang Leader with a Plasma Pistol, Sword, and Club, but the latter is set up to be a close combat monster.
I don't actually know if the second character is cheaper without looking, but you get the idea.