Too funny! This happened to me too but, luckily, my leader explained it. For every pound you lose, you "earn" a paper clip (subsequently, if you gain if you have to "give up" a paper clip). You can then make a paper clip chain (like a necklace, belt, key chain, etc.). It's a visual aid to show how much weight you've lost. It's kind of fun because you get competitive, trying to see how long you can make your chain.
Basically, getting five paper clips is a great thing - so congratulations!