Sorry to say but it looks like you're SOL. Most of the time when they put a wheel weight on your wheel it will scratch the lip and that's when you get corrosion. After working in a tire shop for so long I will always have them put on tape weights if its a set of wheels I care about.
The only option to take care of that would be getting it refinished, either professionally or do it yourself. Here is a good article about the DIY method Painted Wheel Scuff Repair . It doesn't look like you would have to use any body filler on that spot though, probably just a quick sand, primer, and paint.