My legs don't work..when there's a headwind/sidewind...

[TxDoc]

Do i need to do more weights? Lose weight?

Nope that'll get you blown over joking... oh well, yes lighter and more powerful makes you faster, alright, but really in the wind sometimes it is a risk (I've been blown over...)
So really losing weight is not the best recipe to deal with the wind
What helps the most is making yourself and your bicycle more aerodynamic, and avoid mashing too much (mashers usually have a harder time with a headwind). Find a balance, a point where you can maintain a high cadence but still be on a good ratio so you can maintain a straight line and avoid wasting energy. Try to avoid the granny gear, it will make you advance too little with each pedal stroke, and make you unstable in a strong wind (i.e. you waste energy and it's dangerous!).
Aero bars may help - although you can ride or rest on the bar tops and obtain a similar effect. If you decide to add aerobars and you haven't used them before, I would recommend that you get very familiar with them on trainers or rollers, and on easy non-trafficky roads away from the windy days. Make sure you can safely ride with aerobars before attempting to go out against a strong headwind or sidewind - it can be dangerous for you, and even for others. This is why generally I tend not to suggest TT bikes or TT bars to people that don't do TT's much...
Anyway, yes, aerodynamics is the keyword. Try to remember this too: according to wind tunnel tests, how narrow you can make your profile actually affects your speed more than how low you can manage to get. In other words, if you keep your elbows in and try to assume a more 'elongated' position, that will help you gain speed, even more than getting very low on the bars.
Check your fitting - especially the size of the handlebars. Sometimes too wide handlebars force you to open up your chest, and that reduces your aerodynamicity. Tucking your chin in (like if you were a little turtle trying to hide the head between the shoulders), and keeping your chest narrow by keeping the elbows in, will help you 'cut' into the wind, so to speak. You can directly tell your fitter that you are having some troubles with headwinds, and he/she will help you reach an optimal aero position.
Another issue to be taken into consideration is your path while you are riding. Of course if you are in the middle of the city in the traffic there's not much of a choice. But when you ride for pleasure or fitness/training, then you can work on your strategy as well. You can select your path to avoid the strongest winds especially when you are going through curves or corners. It will save your strength, increase your speed, and be safer.
Good luck!

[VeloVT]

-- I agree with all of the "hunker down" advice
--Also, I agree with TXdoc not to go TOO light in the gears
--I also find myself tending to ride more "on the rivet" in the wind -- I sit much more forward on my seat. I have no theoretical reason to offer why this should help, but it seems to help for me.

Staying relaxed helps. Though you need to be more focused in the wind too, and that in itself is tiring...

[TxDoc]

--I also find myself tending to ride more "on the rivet" in the wind -- I sit much more forward on my seat. I have no theoretical reason to offer why this should help, but it seems to help for me.

There is actually a very mechanical reason... moving forward in the saddle promote rotation of your pelvis, makes you contract the core and as a result your body is more aerodynamic

[Eden]

Even at that us small people are always at a disadvantage in the wind. No matter how aerodynamic we make ourselves, frontal area doesn't go down in proportion to height or weight.... So smaller people, who put out less power (we generally need less, as we are moving less weight), still have to push through nearly the same amount of wind resistance as larger, more powerful people. It's the same reason you generally do not see the little climbers winning TT's at The Tour.