Sometimes it does, sometimes it doesn't.
The weekend of the week you are currently in is this weekend, Next weekend would refer to the week after that. Then of course it depends on who you are talking to, If you came up to me on monday and said lets do something next weekend, I would assume you mean the very next weekend. If you said the same thing on friday I would then assume you mean the weekend after this coming weekend. Confused? That is why I end up saying things like two weekends from now, or the weekend after this. Unless you know how the other person thinks you can not be sure so clarify.
You would say "le week-end prochain" in French to mean "next weekend".
Next weekend.
If your talking about two weekends from now its next weekend
Personally, 'this weekend' refers to the closest upcoming weekend. As in if it's Wednesday, this weekend would start in a few days. Next weekend refers to the upcoming week, as in after the closest weekend.
all star weekend
this weekend
This weekend (Dec. 4th and 5th) on ABC Family
The first weekend in October (Oct. 3rd is Labour Day).
next weekend Feb.12.11
I can't wait for next weekend= No puedo esperar para el próximo fin de semana."
You can't say "At the Weekend", it's not proper english. You can say "on the weekend" if you mean, for example, "we can't go to Disneyland today, but maybe on the weekend we can."