I don't use SPSS, but I'm pretty sure I know what is happening. Thanks for the extra detail.

For many purposes, software requires weights to be integers. Why, I don't know, but that's why the DHS weights are multiplied by 1,000,000. Instead of averaging to 1, they will average to 1,000,000. Then there are so many significant digits to the left of the decimal point that the weight can be treated as an integer. When you divide v005 by 1,000,000 and treat that as a weight, I think SPSS is either rounding to the nearest integer or dropping everything to the right of the decimal place. In this KR file there are 8753 children (I just checked). If SPSS is rounding, then 1207 of the values will become 0. If it is truncating, then 4794 of the values will become 0. It's a good thing that you get a warning, because if you didn't, then you would be dropping all of those cases from your analysis without knowing it. This will not show up in the distribution of the variable you call rweightCH. It will only happen when that variable is used by the WEIGHT procedure.

So--If you use SPSS, you have to figure some way to get around this default. I hope other forum users can suggest how to do this.