Try scuba belt weights. They are lead blocks coated with heavy "soft" plastic material -- and very cheap. They generally come in 1, 3, and 5 pound sizes and are relatively small for the weight. VERY dense!
VPI Magic Brick or Webster's Dictionary
Wondering: What's the difference between placing the VPI Magic Brick and Webster's Dictionary (Unabridged, of course) on top of your CD player? Would the latter give me more definition? Okay, okay, I'm sorry. Seriously, though. What would the difference be? This from the Department of Snake Oil.