Once you have your weights setup the way you'd like, click the "Save" button.
You will be asked to enter a name.
Then, in the other leagues, you can click the "load" button, and select what you just saved.
NOTE: If you make changes, they will only save in your current league. You will have to repeat the process of saving (with a new name), and then loading again in each league to get them applied to all of your teams.