You can do it many ways. Putting the hops in a bag eases the ability to remove them for sure. You can add some glass or stainless steel marbles in to weigh the bag down.. or not. Either way I don't think makes a difference.
I like to keep my dry hops in for around 7-10 days but I also like to stagger dry hop additions, so I'll add, for example, 1oz on Monday, then another 1oz on Thursday. Take them out 7-10 days later respectively. Does it make a difference? Honestly, maybe.
Keep it simple and add them to secondary in a mesh bag. If you keg, you could just dry hop in the keg.
by the way, brewing and skiing are my two loves