Want to lift to burn fat, need HELP!

Hi MFPers I am about 9 lbs from my goal weight of 135. I am 5'6" with a medium build (read: cannot go under 130 or I will look emaciated). I have lost all the weight doing classes at my gym. I am not completely happy with my weight loss because my fat % is still in the overweight range of 34%. All the muscle I do have is hidden under fat. I keep reading that lifting is a great weight to build lean muscle and get rid of fat but I have no idea where to start!

My current caloric intake is 1500. I workout 5 days a week. 2 days of full cardio, 1 day of cardio and strength and 2 days of full strength. Weights of 5-8 lbs is what I use since the classes are pretty fast pace.

Any advice or info would be greatly appreciated! Apologies in advance if I left out any info that may be useful.

Thanks!