This is a very fundamental concept of physics. Mass is dependant on gravity to give an object "weight". So there is no weight setting. You simply adjust the mass and gravity. An object of a large mass will not have any weight in zero gravity and an object of very little mass will have a massive weight in extremely high gravity.
Basically you just adjust the mass to make your objects heavier, and adjust gravity to control the "global weight" of all things.
Edit: I'm not sure how well I explained that. Maybe someone else can make that a little clearer.