Find and remove the screws on the bottom (or however your mouse comes apart)
Find something as heavy as you want to make your mouse, I'm using a copper coil iron ring found in an old pc.
Wrap that in some sort of tape (preferably insulation tape) so it doesn't short anything out in your mouse.
Roll some of that tape into a loop so it can stick to things, and stick your weight somewhere that there is not too much circuitry going on.
Re-assemble the mouse and enjoy the weight of it.