Insert Weight Rod

Open up the bottom of your shade, exposing the inside of the lining. Make a slit with a seam ripper through one layer of the hem on the inside at the very top just below the stitching. Be careful not to cut through all layers (there are three) to the front of the lining. Slip the weight rod into the hole. It will drop down into the bottom of the lining hem pocket.

If you are using Thermalsuede or Blackout lining, you don't need to do anything with the slit. They are foam-backed and don't fray. If you are using another type of lining, you can use Aleene's Stop Fraying or a similar product to seal the edges of your slit. Don't seal the slit closed. You may want to remove the rod.
 
You can insert the rod at any time. I put mine into the lining hem before I string the lift cords on the work table. It is easier to pull the cord taut if the bottom of the shade is weighted. If the shade is large, I remove the rod before I install the shade and then put it back in once it is on the window.

Why do you need a weight rod? A weight rod in the bottom of the shade does two things. First, it makes the shade hang better. Second, it makes the shade fall down correctly. If you don't use a weight rod (or if you use one that is too light, such as a wooden dowel rod), your shade will tend to "catch" before it is all the way down. You (and the neighbor's kids with sticky hands) will be pulling the bottom of the shade down the last 5-10 inches. You have gone to all the trouble to make the shade pull up nicely by using pulleys and battens. Now, add that weight rod to make it fall nicely.

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