I have been doing weighted dips for a while...

[needsize]

My gym has the belt with the long chain so its easy to add tons of plates, I'm currently at sets of 8's with three 45lb plates but it hurts my forearms and bicep tendons.

 

[Blood&Iron]

I do the same thing (chain through plate and then hook on belt), but I think it might be more convenient to use DBs, but I haven't figured out a good way to do this. I don't have enough room between reproductive organs and the plates when putting the chain through the loop first and then going through the plates. Maybe its just me though. Maybe if I used a bunch of 25 lb plates...

Maybe the chain on your belt is shorter than mine, but I find no problem in just putting the DB on the inside of the belt, and hanging it on the chain. No twisting etc, required--although I hold my shins parallel to the floor and cross my feet, so that my knees are sort of pushing on the underside of the dumbbell. Not sure this make's any sense without a visual, but I tried...