about 5 years ago now I used to own one of these mills and cnc'd it. Back then I basically filled my column with concrete, however this was no where near enough rigidity for me anyways. I ended up attaching braces from the sides of the column to the table where I could bolt it down. THis was a huge improvement from what I noticed anyways. But I still had issues with the head stock so I also used a counter balance weight on it.
I would reccomend filling the column with that lead shot then making an A frame type set up where you have supports mounted to each side of the z column and bolt it firmly to the the table. Then from there you can work out some sort of counter balance for the head stock too.
After all of that was said and done i could machine plasitcs easily, when i would do aluminum I needed to be very patient with it and run the machine at slow feed rates, but in the end it would cnc parts just fine for me. I may seem like a fair amount of work, but it wont cost you more than $20 to buy the metal etc unless you have a nice scrap bin you can pull from.
Hope this helps some...