Initial weight choice is an important aspect of the training mechanism for feedforward neural networks. This paper deals with a particular topology of a feedforward neural network, where symmetric linear saturated activation functions are used in a hidden layer. Training of such a topology is a tricky procedure, since the activation functions are not fully differentiable. Thus, a proper initialization method for that case is even more important, than dealing with neural networks with sigmoid activation functions. Therefore, several initialization possibilities are examined and tested here. As a result, particular initialization methods are recommended for application, according to the class of the task to be solved.