Oh alright, I feared that I wouldn't be able to put it on the armor. Oh well, I will just keep looking anyways. Thanks for the help.
To the best of my knowledge you can only put it on rings, necklaces, gauntlets, and boots. There's other options too.
"The Steed" guardian stone will give you a nice carry weight buff, and there's a perk in the lockpicking tree ("Extra Pockets") that will give you another +100.
You can craft Fortify Carry Weight potions, but those are only temporary.
Usually if I'm having a problem with encumbrance I restrict myself to a weight/value ratio. This means leaving a ton of stuff behind, but the stuff I fill my inventory with sells for more gold per unit of weight.