Definitely read the stickies. Their an accumulation of knowledge gathered from people asking questions just like this. This question gets asked quite frequently.
I'll add though, that you certainly don't NEED to lift
weights in order to lose weight. It helps, but again, not necessary.
Workout Routines & Exercises - New iPod Videos! might be worth checking out though.
You haven't been successful you say. I promise it's not b/c you aren't lifting
weights. It probably has more to do with
diet and consistency, as well as expectations.