An improved exercise device in the nature of a kettlebell. The device has a frame covered by a shroud that is configured to lessen the impact of the device on the user. There are a plurality of weights that can be easily attached and detached from the frame to increase or lessen the load to the user. The weights are designed so that they can be added or taken away without altering the center of gravity of the device or the external physical shape of the device. There is also a base that holds the device while the weights are being changed and which also interacts with the device to assist in that exchange. The attaching and detaching system includes a pin that is used to affix the weights to the frame. A dual locking system assures that the pin does not inadvertently come loose during use of the device.