Step 1- get your hands on a copy of the Lyman Cast Bullet Handbook (borrow, library, or amazon.com)
PURE lead is too soft for just about anything EXCEPT muzzleloaders, which NEED butter soft lead. To harden the lead, tin and antimony are added. Wheelweights by themselves are decent HANDGUN bullets for medium velocity. For harder bullets, a bit of lead/tin solder is frequently added. That is usually the easiest source of tin/antimony for the average person to find.
Dropping freshly cast bulelts into cold water has also been reported to harden the bullet. DO be very careful if attempting this -a drop of water in a pot of molten lead will give you an interesting day.