I put the conditioner on all of it. My hair and the weave hair. I know it helped because I used LeKair Shea Cholesterol on my hair over the summer to combat frizz on my weave hair and my own hair reaped the benefits. When I went to the salon to get braids (I did a photo shoot for a local braid shop) the woman immediately said Ooh you have soft hair when she touched my hair. It also felt much softer to me when I was taking the cornrows from the weave out. It had to be the conditioning with the cholesterol. Now I leave on my head for a while I'm doing stuff around the house and wash it out after a while. Sometimes I sleep with it in.
ETA: LondonDiva, what kind of hair do you have in?