You won't get bulkier unless you eat alot of calories, and I mean alot. It doesn't matter if you are a man or a woman.
Here is a website on women lifting(contains tons and tons of information for beginners and advanced lifters alike and free):
http://www.stumptuous.com/cms/index.php
definitely go with free-weights and learn how to do all the movements; it is so much better than machines.
Also, more efficent/better working muscles boost calorie burning potential. With a little cardio mixed in on off days, there is a potential to lose some major poundage :D