Step 1: Get the buckle and belt together and insert a short segment downwards through the font slot.
Step 2: Wrap the belt under the buckle and through the middle most slot in the buckle
Step 3: Loop the belt in and out through the other slots
Step 4: Slide the weights on the belt. Make sure they are the right way on with the "2" facing outwards.
Step 5: Slide as many weights on as you want (but probably not too much...)