There are a couple of options that will allow you to weight certain questions, however, the weighting will not be exact. For example, if you had three questions and you wanted two of them to be weighted 25% each and the other to be weighted 50%. To have the exact weighting you could have two questions with a scale of 1-3 and the other question would have the following options 2, 4, 6. This exact type of weighting will not work in GLM because the scoring questions will only allow you to choose a minimum and maximum and the range is sequential or in other words you can't skip numbers.
Another way that you can set up the scoring would be to have different ranges. For example some of your questions could have a scale of 1-5 with others having a scale of 5-10.