You may be confused. The MATLAB DEFAULT is RANDOM DATA DIVISION with
80% training
10% validation (tends to prevent overtraining)
10% testing
Depending om the size of the data, you can obtain 10 to 20 separate designs and choose the best.
Instead of storing all of the weights, I just store the current best net as I loop through the designs.
I am sure that I have posted zillions of examples in both the NEWSGROUP comp.soft.sys.matlab and ANSWERS.
Hope this helps.
Thank you for formally accepting my answer
Greg