I have a few pairs as well, they kinda suck. Look, just friggin shadowbox. Don't make it overly complicated. If you want some sort of resistance, add weights later. You are not going to do well if you have never shadowboxed and suddenly throw weights into the equation. You need to learn how to move and how to punch first, and that's going to be through going at it with no weight and no resistance.
If it had a definate shape, you probably couldn't put it on.
Don't wear it all the time. Just do your workout and walk away. Number one you're not going to get a huge workout from sitting on your ass watching tv with weights on your ankles. Number two, walking with high weight attached to your appendages (in this case legs) is not conductive towards good joint and hip health.