Personal trainers are expensive, but really are worth it. You don't have to go forever, just enough to learn the
exercises, then get a primer from the trainer every here and again to get some pointers as you improve.
If you really can't afford a trainer, try working out
near someone with a trainer and watch what they showing their client. You can break your back exercising, but if your form is wrong you will be wasting time (and could hurt yourself), so watch the form of folks when they work out with a trainer.
Go slow and feel the burn, instead of zipping through your work out. Yes, it hurts more, but it's that good pain (ok, it's good
for you)
Finally, here! I love this site. Click on the
body part and it shows you the exercise:
http://www.exrx.net/Lists/WtFemale.html