Pc,
This applies to Standard Dances.
As your swinging leg becomes your “new” supporting leg, your weight will move onto it from the “previous” supporting leg. Collecting your weight properly means allowing your weight to be fully transferred onto / over the “new” supporting leg before you commence to use that “new” supporting leg for the next swing.
As others have already mentioned your leg moves faster than your body (or body weight). So as you step (swing) your leg is going to arrive in position before your weight is transferred onto it. Allow this weight transfer to take place completely. Don't try to make any conscious effort to use that “new” supporting leg the moment it hits the ground to propel you forward. Because the moment it hits the ground your body weight is not over/on it. The weight is going to arrive slightly later. Allow the weight to arrive completely over the “new” supporting leg. Feel the supporting leg holding the full weight of your body. Actively “collect it” with a softening of the knee. Now knee soft and weight over the supporting leg, commence your next swing.
(Please note that I have broken it down for the sake of discussion. All of this must take place within the context of “continuous movement”)
It should be obvious that stepping/ swinging slowing or weakly is not going to help you accomplish collecting your weight correctly. Because weight collection has nothing to do with the mere speed of the swinging leg. It's what happens after the swinging leg hits the floor, when you commence your next swing and when you use your “new” supporting leg. It's possible to step slowly/ weakly and still look rushed and hurried.
Taking the natural turns of the Waltz as an example. You should not be afraid take a strong long step on 1. Now collect the weight fully before you swing up into 2. In fact strong, long strides (where appropriate) accentuates the quality of movement that you get from collecting your weight properly.
Regards,
Len.