I think I told you before that my DH had a bone marrow transplant for treament of Multiple Myeloma. Part of this cancer is that it causes calcium loss from bones, effectively giving him osteoporosis. From the time he was diagnosed he has been treated with IV drugs to help build bone density. First he was on Aredia, and about 2 years ago, moved to Zometa. These are not treatments for the "average" person, but since you are not, perhaps this is something to speak to your doctor about.
But, this is not to say that weight training won't help, because it certainly will.