On p.1 of the June 2011 issue of American Patchwork & Quilting magazine are info & tips for making a weighted blanket. It says to type AllPeopleQuilt.com/482 into your browser to find out how to get a free pattern from the Craft Nectar blog (craftnectar.com).
Hope this will help.
P.S. I got my magazine in the mail today so it should be on newstands soon (if it isn't already).