Well that's always the problem.
You can get a set of fractional plates. Check out ProWristStraps for that and Sleazy's post in the off topic section about the coupon offer they have right not.
You can use small lengths of chains with clips. You can use large washers (if you can find some which I doubt.)
Here's the way I do it:
A way is to go buy yourself a set of adjustable ankle weights. They come with either small metal rods or weight packs weighing either 1/2 to one pound each that go into pockets on the ankle weights. The rods are best probably. And 1/2 pound increments are best if you can get them. Don't bother buying an ankle weight that has more than 10 pounds unless heavier ones is all you can find.
Then you need a pair of cheap elastic wrist wraps with velcro. You then use the wrist wraps to strap however many of the rods (or packs) onto the bar. If they are 1/2 lbs each you can make adjustments from one to four pounds which is small enough for most peoples purposes. This is not going to be as precise a weight as fractional plates but I think it is plenty precise enough.
These ankle weights can be found at places like Target or Walmart usually. The ankle weights themselves are useless but it's much cheaper than fractional plates (of course you understand your supposed to by the cheapest pair they have
).
Either way you do it you can easily carry around what you need in a little bag inside your gym bag.
BTW, once you can't continue loading at 5 pounds anymore I would go to 3 pounds and maybe adjust downwards to 2. If you get a set of fractionals you'll be able to use 2.5 pounds. After you can't progress that way anymore I would use some other stategy to get it going again.