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Once you have chosen a super weapon/training specialty in the Collector Ship, that decision is permanent. It will also carry across ALL consecutive playthroughs with that character file.

For example: if you chose the M-300 Claymore Shotgun in the first playthrough, and then import that character file into a New Game+, when you get to that part of the Collector Ship, you will just see the cutscene of Shepard leaning down toward the weapons, and then the game will continue.

The only way to fix this that I have heard of is to use Gibbed's Save Game Editor to mod the game. Otherwise, you will have to reload the save file at the beginning of the mission so you can go back and make a different decision.

Or, you can just start a new character.

OP here. Thanks to all. This is my primary character from ME1. Only just decided to fix some decisions I didn't want my main making. Now I sort of wish I had chosen one of the others, since the Plasma shotty fills the Claymore's role in my play style. Probably would have gone with the Mattock had I been blessed with the prescience to know about the then-future DLC. Well, what's done is done. Thanks again.