Has anyone ever done the LesMills BodyPump class???

Yes!! Every week, sometimes twice a week. I was intimidated at first too, but I am so glad I got over it and went. Just ask someone in the room how to set up. Make sure to keep the weights low! The first class is always killer

Yes, I've done it a lot. Its a lot of fun, well, depending on the instructor I guess. No need to be intimidated by it at all. Lots of people when they start, begin with zero or very very light (1kg) weights. The basic program is:
Warm up
Squats
Back (clean and jerk, bent-over rows with narrow/wide grip)
Chest (bench presses, maybe pushups)
Triceps
Biceps
Shoulders
Abs

The first time you go you should take it a bit easy, so you get used to the program, after that you should push yourself as much as you can.
It isn't technically as efficient as a traditional, heavy weights, program, but its much more fun and motivating, so your likely to keep going back. And its definitely better than *not* doing a weights program at all!

Have fun!

Great advice. I am thinking of trying it soon and was scared to death about it until I read the post. Thanks.