kernel smoothing of weighted data

Hi,

I want to use kde() or a similar function for kernel smoothing but I want 
to specify the weight of each of my data points.  I do not want to specify 
the bandwidth on a point by point basis.

This seems such a simple and obvious thing to want to do I am suspicious 
that there is not an obvious way to do it.  The only discussion I have 
found is about negative weights(!) and says nothing about implementation. 
Can anyone suggest a package I have missed or suggest the best starting 
point for writing my own solution.

The reason for wanting this is that I have a number of samples each of 
~1000 data points from the same distribution but the samples are of 
slightly differing statistical weight and eventually each point in each 
sample may have its own statistical weight.

I have searched the list but I am not subscribed to it so please make me an 
addressee of any reply.

Thanks

Robert Patterson