The weight fields work like this:
weight:cost,weight:cost, etc
The first weight you put in will be from zero to that weight and the cost after the colon will be the cost for that weight range. Say you had this on that field:
.01:0.00,100:3.50,200:4.50
What that would mean is anything under .01 would cost nothing. Anything between .01 and 100 would cost 3.50, and anything between 100 and 200 would cost 4.50. Cover all the ranges you need and make sure you go high enough to cover any reasonable order.
Make sure you have a last one in there with a ridiculous weight and cost such as 100000;9999 to alert you to weight problems with your catalog items and to discourage credit card fraud.