In a wireless sensor network, the virtual backbone plays an important role. Due to accidental damage or energy depletion, it is desirable that the virtual backbone is fault-tolerant. A fault-tolerant virtual backbone can be modeled as a $k$-connected $m$-fold dominating set ($(k,m)$-CDS for short). In this paper, we present a constant approximation algorithm for the minimum weight $(k,m)$-CDS problem in unit disk graphs under the assumption that $k$ and $m$ are two fixed constants with $m\geq k$. Prior to this work, constant approximation algorithms are known for $k=1$ with weight and $2\leq k\leq 3$ without weight. Our result is the first constant approximation algorithm for the $(k,m)$-CDS problem with general $k,m$ and with weight. The performance ratio is $(α+2.5kρ)$ for $k\geq 3$ and $(α+2.5ρ)$ for $k=2$, where $α$ is the performance ratio for the minimum weight $m$-fold dominating set problem and $ρ$ is the performance ratio for the subset $k$-connected subgraph problem (both problems are known to have constant performance ratios.)