Changing line weight AutoCAD 2014

I need to be able to change the line weight to exactly 0.001" or 0.0254mm, however, I am only able to access default line weights such as 0.00mm, 0.05mm, 0.09mm, etc. Does anyone know how to change the line weight to a non-default value? I am using AutoCAD 2014. 

Thanks

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