It's wrapped in Butyl Flashing Tape (heres a sample link Butyl Flashing Tape ) I found a roll at my local Home Depot in the window section.Kinda what I was thinking. What do you have it wrapped in? Farily comfortable? I suspect you probably don't even feel it.
Yes, it's comfortable, you never even realize its in there. However, when I travel (by air) I take it out and toss in two - 2lb soft weights or the equivalent in ankle weights, whatever the local shop has.