I used sand bags to weight my wedding cake steps down for years--then I figured that the two railings, one on each side, did the job perfectly well and the sand was a perfect home for algae to grow in. So I haven't bothered for years.

I did drill a hole in the top front edge of each step to help the unit sink because it's too hard to get the air out otherwise. Also, I bought a sheet of Plumber's Vinyl at Home Depot that is about 40 mils. It's used to seal under shower stalls but I put it under the steps to keep them from abrading the liner as they move. It works very well although the P-V is gray. But it's very smooth and I cut it to be only slightly larger than the steps. The only drawback is over the years the liner has faded--except where the steps go.