Navigate to your CFG folder, usually it's: C:\Program Files (x86)\Steam\steamapps\common\Half-Life 1 Source Deathmatch\hl1mp\cfg

Open: autoexec.cfg

Add the following line:
cl_playermodel "models/player/mp/gman/gman.mdl"
// robo/robo.mdl
// barney/barney.mdl
// gina/gina.mdl
// gman/gman.mdl
// helmet/helmet.mdl
// hgrunt/hgrunt.mdl
// scientist/scientist.mdl
// zombie/zombie.mdl


And just replace gman with one of the available strings

Here's a list of all models:

The reason it keeps changing your playermodel back to gordon is because of the steam cloud downloading the config.cfg. It gets extremely annoying.