The weights that you use, should reflect on your current strength levels, for safety reasons, start with a lightweight establishing good technique before increasing gradually.
If you find that you're struggling to lift the weight during the first set, then you have probably started with a weight that is too heavy, so I would advise you to lower the weight.
Lower Body Workout Will help you increase the strength of your legs, which are essential for keeping good alignment and speed whilst going through the water.
Its also important to work the muscles of the lower back and abdominal's, to provide good core body strength, otherwise, you may find that your legs simply sink. The Abdominal Workouts will help give you good all-round core stability.
The style of swimming stroke you use will determine what are the best exercises specifically for you.
The lower body circuit will help you develop all over lower body strength, however you should focus exercises on the hip flexor muscles - quadriceps and calfs.
Your abdominal strength is vital to help assist you in keeping in good alignment throughout your swimming, especially when your legs become tired.
Look at performing the abdominal circuit at least twice a week and ideally some of the Swiss Ball sessions within our members area.
Remember strength training is one aspect to improving your swimming, however the key area is technique. If possible either get a coach to analysis your stroke, or have a colleague video you swimming, so you can see what you're doing wrong.
The last area that you should always be working on, is your flexibility, make sure you always stretch, and avoid lifting weights that are too heavy - your goal should be to increase either strength or muscular endurance, without gaining muscle size.
Look in the Stretching section for advice on how to stretch.