I'd like to know also - the weight is behind the passenger side headlight - you can see it if you're under the car and look behind the bumper.
EDIT: I did a little searching and found a thread about the mysterious weight. KillerCanary says it reduces cowl shake but is a-ok to remove. I may give it a shot next time I'm under the car.
Yeah there's just a couple of bolts holding it on. They're a little awkward to get to but it's pretty easy. Just make sure your head isn't under it when you take the second one off cause it just kinda falls out. Doesn't hurt anything like others said.