Everything is relative. Heavy to you may be light for someone else. When you're attempting to gain muscle it's necessary to stress the body for it to react by putting on muscle mass.
Physical stress can be divided into 2 categories.... endurance stress and strength stress. Long workouts with medium weights build up your body's ability to endure long periods of effort. Short workouts with heavy weights force your body to build its strength, therefore build muscle fiber. Both are ultimately desirable, but in your case you're hoping to add mass. Basically then, to answer you question, "heavy" means a weight which is difficult to push more than 8 times and which will cause your muscle to be exhausted after 3 sets. You will need to try this out and find out what that weight is for yourself.
-1 exercise per body part per day no more
-rest is MORE important than your lifting, go to bed and sleep, skip a day between workouts
-exhaust the muscle in that 1 exercise
-keep a note book and log your progress, you will need to readjust your weights and without a track record that gets hard
-eat, do some homework and make sure you're eating to reach your goal.
You're looking to loose weight AND put it on at the same time...tough combo. My suggestion to you, spent 20 bucks and pick up the Abs Diet and read it. It will teach you what you need to know about eating so you have SOME hope of getting where you'd like to go. 70% of your success will come from what you put in your mouth, 20% from doing the right program correctly and 10% from sweat.