The second amendment protects the right of the people to keep and bear arms, yet it is illegal to own some weapons. how can this happen?

Aside from state laws that can ban any guns for reasons the state may deem fit, guns that are altered to go beyond their original manufactured state (no serial number, higher rate of fire, sniper rifles, modified gun attachments like silencers ) are illegal in nearly all states. Also weapons with a high destructive force with much more power than a gun like grenade, RPG, etc are banned because of the above reason.
Going back to the state thing, the constitution gives power to the states to make their own laws about issues they feel protects their citizens.