Weighted Dependent Variable - Linear Regression

[Jwell09]

I have a linear model, Fixed Effects where I look at sales for roughly 6,400 different items across 84 months. I have been told that I should run a regression where my observations are "weighted by sales volume or market share to better represent the overall market". My question is how can I weight my dependent variable (sales in units) within a regression based on a weight/scale? Do I need to manipulate the variable itself?

Any advice is greatly appreciated, thanks!

[EViews Glenn]

In panels, you'll have to do the weighting yourself.