Beginning Weights. Help

i need to start lifting weights. i'm pretty clueless. i have read a few things but am a little intimidated by the free weights. thinking i might work up to those... maybe because the whole "free weight room" is filled wiht guys and no girls LOL... i want to lift heavy weights with less reps. that seems to be the way to go from what i have read. and alot of ladies getting great results... anymore lifting on the circuit machines and getting results with burning Body Fat.? or do i need to hit those free weights and bars?