Sounds like you might have aftermarket alloys?
Bit of a problem if you can't have the weights on the outside of the wheel..then a lot of people prefer them tucked away out of sight in the inside rim (me also)
Maybe a thinner weight, of the same..err..weight! might give you enough clearance..
I had a similar problem and ended up using 5mm wheel spacers to get around it..not sure if it's the same in your case though..
Let us know what you do..