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Angry VLookup Won't Copy down (#REF! error)

I have two separate sheets in my workbook, and I want to return data onto sheet 1 "DATA" from column 12 on sheet 2 "WEIGHTS" by matching values in the lefthand columns on both sheets. I'm new-ish to Excel and I've only successfully used a Vlookup once. I know my formula is correct because it is working on the first row.

=VLOOKUP(A2,WEIGHTS!1:65536,12)

But when I go to copy it down, I get #REF! and the formula changes to this.

=VLOOKUP(A3,WEIGHTS!#REF!,12)

I know it has to do with selecting the entire sheet and the formula wanting to add a row onto 65536, but I have no idea how to fix it. How do I select a column off the second sheet for the table array?
 
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