We consider the problem of proper learning a Boolean Halfspace with integer weights $\{0,1,\ldots,t\}$ from membership queries only. The best known algorithm for this problem is an adaptive algorithm that asks $n^{O(t^5)}$ membership queries where the best lower bound for the number of membership queries is $n^t$ [Learning Threshold Functions with Small Weights Using Membership Queries. COLT 1999] In this paper we close this gap and give an adaptive proper learning algorithm with two rounds that asks $n^{O(t)}$ membership queries. We also give a non-adaptive proper learning algorithm that asks $n^{O(t^3)}$ membership queries.