So you started a new exercise regimen, one that requires using weights. You weigh yourself and then voila, you gained weight instead of losing it. What is happening? Well, do not panic. When you use weights, you build muscles and muscles weigh more than fat. That extra weight you see is from your muscle (hopefully) and that is good. Muscles occupy less space obviously so you will start feeling your clothes getting looser. This is the reason why everyone says that a good exercise regimen consist of weight bearing exercises, it'll help you fight off bone disease too.