a weight of some sort?

No weight either.

Hint #1: the picture's a bit out of focus because the thing is very small.
Only a few mm in diameter.

not a projectile is it? would think not since youre in europe and guns and parts arent as easily obtained

Nope, but it's called a bullet because of it's shape.
Actual function is completely different though.

Hint #2: when you buy them, there's something else attached to the hole in the middle.
This is just a small part.

Does the hole go all the way through?

It does.

Is it considered a weight,  or used in building or enginnering or perhaps plumbing? ive seen these, but for the life of me i cannot remember what its used for. 79 you picked a good one lol

Hint #3: I have six of them.
Most people will buy them six at the time.

rollers of sorts

Wheel spoke weight

Is is used in application where heat is a factor?

Part of a guitar string perhaps

I know nothing about guitars lol

Kijona's got it: these bullets hold guitar strings in place in the bridge. They're made by Fender specifically for their stratocaster tremelo bridges.

When you apply the tremelo, you basically wobble the bridge back and forward, shortening and lenghtening the strings causing the pitch to go up or down.  Typical guitar strings start with a little o-ring.  These can twist under stress, causing a sudden drop in pitch.

Since the bullets are designed so they'll fit perfectly into the bridge shafts, this issue is resolved. 

Here's a link with some more pictures.
http://www.fender.com/news/fender-bullets-strings/

You're up, Kijona

Wow I honestly just pulled that out of thin air Lucky guess I guess

 The hint about 'six of them' might have helped 

Quote from: W79 on May 12, 2013, 08:56:02 AM
The hint about 'six of them' might have helped 

I didn't know guitars had 6 strings 

Click for bigger

almost looks like the key that opens a paper towel or toilet paper dispenser.

Kill switch key from a jet ski, 4 wheeler, or other motorized vehicle?

It's a key Kind of It's also a tool Has a VERY specific use, and can only be used for that one purpose

The size of the square portion is approximately 12mm x 12mm