[header] How to make a homemade weight set [title] Use a milk jug. [step] Fill a clean, plastic gallon jug with water, sand, rocks, or concrete. Make sure that the jug has a handle; you will use this to complete your exercise reps. 
Use the handles to lift and lower the jug like you would any hand weight or dumbbell. [substeps] With milk jug hand weights, you can do bicep curls, tricep exercises, and shoulder raises.