"It can be even easier than that: 

Click "merge Zones To Weight map" in the Joint Editor. It will create a weight map according to the sphere zone, and you can work from this instead of painting a weight map from scratch.
Now you can delete the Sphere Zone, or set the Weight map to "Replace" mode - don't use "Multiply" or "Add" because it'll give you funny results."

Ah, I wasn't aware of that point.  Excellent call; better than converting every joint unnecessarily.  Who needs weight-mapping on the figures anyway.