When i buy plants from my lfs, they always come with lead weights but...
a. Lead as many of you will probably know is a poisonus metal and becomes poisonus at certain water hardness levels apparently but which i am not sure of.
b. Lead weights are good for weighting plants down but i advise you remove them and(if it comes tied together in clumps of separate plants) separate the plants up a bit; this alows the plant to expand its roots and naturally keep it stuck to the bottom.
Another thing i faced when used to keep the weights on my plants is that when the roots start to expand and grow, they cannot do this with a lead weight tied around them and thus rot and die.
If you want healthy plants i adivise strongly you remove the weights and just put some stones on the plant roots if the plant floats up to weight it down instead until it naturally does this with its roots

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