How do I make my bread heavy when baked?
This is personal experience, and I am not a professional cook. However are you sure you are using the right kind of flour?

I personally find making bread using anything except strong flour makes bread that is light and almost cake like, not very pleasant in my opinion.

Strong flour has more protein and gluten and gives an overall heavier feel to the bread, both in weight and texture/taste.

If you are already using strong flour consider using less yeast, this will cause the bread to rise less and be heavier, but this may make the taste and texture less pleasant.

(A Friend informed me strong flour may have different names depending on your region and part of the world, so if you are not sure exactly how to get it I would suggest researching online to find a good supplier in your area.)