You should absolutely NOT wear ankle weights walking around. They are made just for doing exercises, and in fact in the packaging instruct you not to use them for any other activity. From
http://walking.about.com/cs/toppicks/tp/walkweights.htm
From Wendy Bumgardner,
Your Guide to Walking.
Wearing weights can increase the calories burned while walking, but it is far safer to just walk further instead. Weights at the ankles, feet, wrists and hands increase the risk of injury to the knees, shoulders, muscles, tendons and repetitive motion injury. A weighted backpack can cause strain if the weight is not distributed across the hips. Only a weighted vest or hip belt is recommended. I do not recommend weighted shoes, all of my experts caution against them.
There are lots of other good exercises you can do to get in shape without risking an injury.