Holly -- I like to work a muscle to the point of failure, especially on the last set -- that is, when you can't do another rep no matter what. Like you're doing bicep curls and you get half way up and that's it -- it's physically impossible to get the DB up any higher (unless you have a spotter
). I was confused when I first started going to the gym because there they think failure is a GOOD thing instead of a bad thing.
But in weight-lifting, failure is a very good thing.
The burning pain is more of a lactic acid buildup in your muscles, I think, and it's perfectly OK to work through that. Some exercises burn like crazy -- leg extensions being #1 in burning for me, also abs -- and I try to push through that feeling to true muscle failure.
My suggestion is to pick a weight that will get you to failure in 10 or 12 or maybe 15 reps and do 2 - 3 sets like that.
Hope that helps!