Sorry ladies, but a big NO
to carrying weights (including those ankle patch weights!) while walking or running! It will put stress on your joints.
Remember, muscle is built through real resistance training. 2-5lbs is really... less than many purses or grocery bags
The "size" or "pump" you feel after is not actually muscle. Start at 2lbs or 5lbs if you are not used to training at all - but you will quickly need to build resistance and increase the weights.