If you're just getting started with weightlifting, the first thing to do is to leave your ego by the door of the gym: don't be afraid to ask how to do something, ask for a spot, or get someone to help you with equipment you're unfamiliar with. Just as importantly, don't worry about how much weight you're lifting as much as you worry about how well you're lifting it. Far more important than how much you can lift today is how much you will be able to lift next year, and the year after, and, ideally, a few decades from now.

Start out concentrating on basic exercises that involve several muscles acting at the same time. Squats, bench presses, and pulldowns will work much of the body; exercises like curls that work individual muscles are much less important--you already work your biceps doing lat pulldowns.

Free weights have several advantages over machines: the movement is more "natural" and you must necessarily work the small stabilizing muscles that keep the movement of the weights under control while the "prime movers" of the exercise in question make the weights go up and down. That's very important; increasing the strength of a few isolated muscles and ignoring the stabilizers and support muscles can be setting the stage for injury.

Oh, and one more thing: Don't wear a belt. Save supportive gear for competition and competition prep. Chances are that if you don't know why you shouldn't wear a belt for training, whatever belt you have sucks anyway.