Mine

weight_exercise.php

<?php

class WeightExercise extends AppModel {

	var $name = 'WeightExercise';
	var $hasAndBelongsToMany = array('Group');

}

?>
-----------
group.php

<?php

class Group extends AppModel {

	var $name = 'Group';
	var $hasAndBelongsToMany = array('WeightExercise');
}

?>

----------------
weight_exercises_controller.php

<?php

class WeightExercisesController extends AppController {

	var $scaffold;

}
?>

---------------
groups_controller.php

<?php

class GroupsController extends AppController {

	var $scaffold;

}

?>

--------------
sql tables:
weight_exercises (PK: id)
groups (PK: id)
weight_exercises_groups (PK: weight_exercise_id, group_id)