I'll tell you what happens, they worry they're going to look like a guy. A lot of women think that as soon as they lift a weight they're going to grow huge arms, big traps, and they're boobs will vanish. Well, thats not going to happen, your always to going to look like a woman. Men have a much easier time building muscle then woman, why, because we have way more testosterone then women. Now this doesn't mean that woman can't build muscle, they can, you can, but it would be very hard for the average woman to have the same muscle mass as a man.
All lot of women fall into the trap of only doing cardio, "cardio will get me toned", it will....a little, lifting weights with a small amount of cardio after your workout is twice as good and beneficial.
Do your research, pick out a training program and have fun, you'll surprise yourself.
Linds