This is actually an isometric exercise, and doesn’t require any weights. Another great move that can be done anywhere!
Stand with your back flat against a wall, and feet shoulder width apart. Squat down until your knees are bent at a 90 degree angle. (You will need to move your feet away from the wall in order to keep your knee from going over your toe) Let your hands fall at your sides. Hold this position for as long as possible. Beginners, start by holding it for 30 seconds at a time. Once you are able, hold it for 1 minute, and so on. To add intensity, you can lift one leg. Hold position for 30 seconds and switch legs. You could also add dumbbells in each hand for added intensity.
Here is an instructional video from In-Home Leg Exercises.