HFF - The rig 2wt is talking about is a double nymph rig with a large stone fly as the lead fly and a smaller nymph trailing. The lead shot is usually attached ahead of the lead fly to get the whole rig down to the bottom quickly. Where to attach the indicator depends on how deep the water being fished is, but typically it's about 1.5 - 2 times deeper than the water column you're fishing. So, if you're fishing in 3' of water, set your indicator 4.5 - 6' up the leader. Hope that helps.
Fly fishing - it's cheaper than a bass boat!