P90X and Lifting for girls?

My apologies if there are already a million links but I feel at a bit of a loss for knowing where to start. After a round of Insanity a d regular HIIT classes I feel the need to branch out into some strength work. We have p90X at home anyway but was wondering thoughts and tips for lifting heavy at the gym.
I presume you don't start too heavy and you build up but how often should you be going for instance, also do I need extras in way of protein shakes and how many reps is considered low reps?

Any help I would gladly receive, thanks