You might be tempted to multitask your workout by walking with a set of hand weights, but this may do more harm than good. Carrying hand weights can cause wear and tear on the shoulder and upper arm joints and lead to injury. Try incorporating exercises that use your own body weight as resistance instead of using weights while you walk. For example: pause to do some lunges or squats in the middle or at the end of your walk. It is best to do two to three sets of 10 repetitions. Additionally, by working the larger muscles in your legs by doing lunges or squats you will burn more calories since they have more muscle fiber. It also requires more energy to be exerted when lunging or squatting than weights added to the arm movement while walking.