Are your muscles still working out when their not sore?!

If you want to get stronger you simply have to lift heavy things on a regular occasion. It doesn't matter if it's free weights down the gym, or bags full of tin cans, as long as your muscle have to work against an increasing amount of Resistance they will grow in response and you'll become stronger.

One thing to remember is that as a woman you won't end up looking like a huge body builder without years of work and the help of special pills. You also won't inflate like a big muscular balloon the moment you start lifting weights. Just lift weights, and don't worry about getting big, if getting big was that easy then a lot of men would be very happy indeed, but unfortunately for them it takes a lot of work.

The basic advice about diet is make sure you get plenty of protein in your diet, from meat, eggs, fish, and nuts. Ideally you should get about .8g per lb of body weight.

Back to working out, what path you take depends on what resources you have available to you.
If you want to really go for it then I would recommend 3 alternate days of cardio, something like 30 minutes of jogging, and 3 alternate days of lifting free weights down the gym.
If you are jogging then I'd recommend Couch to 5k, which is ideal for beginners as it'll help you build your endurance without forcing you to jog for 30 minutes non-stop before you are ready : http://www.coolrunning.com/engine/2/2_3/…

If you decide to lift free weights in a gym I'd recommend the Starting Strength programme, and the Wiki details loads of information about diet and routines:
http://startingstrength.wikia.com/wiki/S…
Don't make the mistake of thinking lifting free weights is only for men, everyone can benefit greatly from using them. The advantage of free weights over machines is machines tend to only work a major muscles, while free weights allow you to work major muscles along with secondary and stabiliser muscles. If you work out on machines for a long time, then switch to free weights your secondary and stabiliser muscles won't be developed, and you risk injury from overexerting them.

If you don't have access to the gym there's a variety of exercises you can do at home, and if you don't want to spend money on expensive equipment you can just use heavy household items as replacements. The free e-book Brain over Brawn describes a wide range of resistance exercises you can do at home to build strength, and describes a number of cheap alternatives to expensive gym equipment, and is worth reading for anyone : http://brainoverbrawn.com/get-the-book

Going back to diet, I would recommend if at all possible aiming for a calorie split of 40% protein, 40% fat, and 20% carbohydrates. Fat should ideally come from healthy sources like nuts and olive oil, and the following lists protein and carbohydrate sources:
http://www.buzzle.com/articles/list-of-h…
http://commonsensehealth.com/Diet-and-Nu…

If you want to keep a close eye on your split and calories I'd recommend tracking your calories on one of the following sites:
http://www.livestrong.com/myplate/
http://www.sparkpeople.com/
http://www.calorieking.com.au/

If you are trying to gain muscle weight then you need to eat more calories then your body needs, so you should aim for a total calorie intake (food consumed minus exercise done) of around 2500-3000 calories a day. If you are trying to maintain your weight but reduce body fat then you should aim for about 2000 calories a day. Be aware that muscle will build more slowly when on a 2000 calorie diet, so if your aim to strength it might be better to go for a higher calorie diet.

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