The weight training feature in PPT was set up for use with the FT80 watch. It had a feature to work your way through a weights work-out and a semi-effective 'rep reminder'. In reality it wasn't that useful other than to remember the different weights in order - to try and maintain loads and reps was not possible through the watch.
I had set up a bunch of workouts, but have not been able to upload them to the RCX5 (which I bought a few months ago).
The only thing I can think of is that you could build an endurance programme that steps you through a weights workout - but there are only a few phases allowed, so probably not going to be very effective.
to be honest, a piece of paper with your weight program, reps, current weights is far more effective. You can still monitor the calorie burn and duration with your watch of course.