Place the soldering wand in its stand, and plug it in. The iron will take a few minutes to reach its operating temperature of 400 degrees Celsius.
Test whether the wand is heated by touching it to a small amount of solder and allowing the solder to melt on the tip. This process, called "tinning," will increase the wand's transmission of heat to the lead weights.
Touch the tip of the soldering wand to the surface of your lead weights. Hold the wand like a pen, near the base of the handle, and move it over the lead weight. Vary the speed at which you move your wand around, until you reach the rate of melting that you want.