I see that the weight files are gzipped in the release:
e.g. /afs/cern.ch/cms/sw/ReleaseCandidates/vol1/slc6_amd64_gcc481/cms/cmssw-patch/CMSSW_7_1_X_2014-04-12-1400/external/slc6_amd64_gcc481/data/RecoJets/JetProducers/data/TMVAClassificationCategory_JetID_MET_53X_Dec2012.weights.xml.gz

You will need to use the same in the configs as well.
The tmva file reader will unzip gzipped files on the fly
(the comment applies to all other gzipped files)