After you get all the items for an ultimate weapon (and the weapon), you have to go back to macalania woods where you changed the cloudy mirror into celestial mirror (the large spherical crystal on the shinny path). Use the celestial mirror and it'll power up weapons (only if you have all the items required for each weapon).
If you dont have the celestial mirror, there are other posts telling you how to get it. Good luck! <img src="/images/graemlins/smile.gif" alt="" />
