You can use most anything. The big thing is consistent weight. On my small loom with plain beam I have a couple of bleach bottles with handles. I tied a cord to the handle. Then I loop a circle of string around the chain and attach the bottle to the loop with an S hook.
You won't need a huge amount of weight for such small chains. Just be consistent...
It is important to have the threads aligned within the section during beaming, preferably under tension. Just using a tension box doens't, in my experience, provide sufficient tension unless there is a weight holding the threads as well. Personally I have not had good results from winding a one inch (or two inch) chain and beaming as you have done. If I want to beam a warp onto a sectional beam but use a warping board, I'd much rather wind the chain, then just beam it as it, allowing the warp threads to find their own place on the beam, making sure none of the threads get caught on the 'rakes'.
I have photos on my blog - I think if you click on the label sectional beaming it should come up in the queue.