Yes, you can use those wheel wts, put'em in but put a wire around the metal clip, it will seperate and you pull it out. Once you get all your wheel wt melted use a laddle to skim off the sludge or grey matter.
Get a book on casting.
There are several casters forums as well, send me a PM and I will give you the heads up. It's not to distract you from this site, but there are those that cast all the time and are far more experienced at it than me.
Minimum is a heat source, a melting pot, a dipper, some flux material and a mold. Also a book on casting is highly suggested. The Lyman Reloading Manual has a good section on casting your own bullets. An electric lead casting pot is great but you can use a camp stove too. Always work in a well ventelated area, preferably outdoors.
The wheel weights work fine for general casting purposes, but are fairly hard for low velocity target loads. I would melt, clean and cast all the wheel weight material into ingots for later use. Then melt the ingots down as I needed them for bullet casting. You don't want to be melting your 'raw' wheel weights as you cast bullets. As you melt them down the trash, steel clips and other foriegn material will float to the top so you can skim them off as you flux the molten lead.
Hope this helps.