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I am not familiar with aerobics for Wii- but when I took a step aerobic class we used light weights for some of the stuff but it isn't going to do anything to build muscle or 'tone" if that is your goal- it may help to add to the effort you have to put into the workout due to the extra weight, but it's not going to be significant.
If you want to firm up and keep the muscle you have and lose fat then take up real weight lifting and do the aerobics on non lifting days.
But if you goal is to improve cardiovascular health then you are probably safe in doing what you are doing, but I really doubt 6 lb weights are going to make a difference.
DB is correct about the strength/muscle gains from using the 6# weights during step, but it will increase your cardio output, thereby helping from a cardio vascular standpoint -- if that is one of your goals. It can also help with some endurance -- both cardio and muscle.
This lists some good weight lifting programs even if you don't have a gym membership/ weights or other equipment.
I personally have done New Rules of Lifting for women, and Female Body Breakthrough and had great success