I haven't done that before (mostly do plastic parts), but you might have to insert the beads within the context of an assembly. Check it out in the Help files and you should find all you need there.
I don't know how it goes in SW2005, but in older releases I've found weld beads very hard to work with and very unstables.
The work around I use (only in cases where the welding symbol, in the drawing, is not enough) is to create parts, with the form of the pretended welds, and assemble them. Much more control and success of the result.
If all you want is the weld symbol on your drawing, simply insert>annotations>weld symbol. Select the edge where you want the weld and fill in the blanks.
Incidentally you can only insert a weld into a model within the context of an assembly. The weld bead is essentially a new part created in context.