Good for you! Lifting is great and will help shape your body so you'll like the way you look when you get to your goal.
1) Is doing muscle building exercises without weights (like in my video) any use at all or not? For most of my video you are taught lunges and squats, push-ups etc. but most exercises do not use weights. However, it still leaves me aching and sore all over for three days afterwards. I feel the burn and sweat a lot during the workout. Should I continue doing this - will it be adequate to continue doing it for a few weeks until I feel I am ready to progress to more weight-based exercises?
Bodyweight exercises are GREAT! They use multiple muscles and help you get functionally strong. Once you learn lunges, squats, push-ups, etc. you can add weights and continue to progress (well, not to push-ups
but there are ways to have these keep being a challenge).
2) Hard to answer this, I've read all sorts of conflicting information too. But whether you're building muscle or just maintaining it, you're not losing it!
3) Should I just continue with weight training DVDs until I’m comfortable with all the basic exercises/form? Then move onto a proper program like New Rules?
It is hard to move from a video to an exercise unless you have a laptop where you can watch it almost as you're doing it. NROLW is a great book, and it does have lots of photos and instructions. There's another book, by Rachael Cosgrove (can't recall the title) which came out this year which is also good. You should also look at
Stumptuous for great ideas and help with lifting routines. She has great articles as well. Most lifters change their routines every 4-6 weeks (or continually). Your body will adapt to a certain level or type of exercise and your progress will slow. Changing up your routine - and the amount of weight - will challenge our muscles and also keep you from getting bored.
4) Ultimately, how much should a woman (or anyone) be lifting in the long-run? How much should I be lifting after six weeks, six months, a year? I want to continue to progress. Does adding around 5lbs of weight (or 10lbs altogether) every six-eight weeks sound reasonable - or is that too little?
Everyone is different. Just don't be afraid to add weight (while keeping good form). Lifting heavy is productive.
5) Is lifting below a certain amount of weight useless? I feel I have to start at 4/5lb per dumbbell because lifting higher was too tough for a weakling like myself. But will lifting so little do absolutely nothing for my muscles.
No. If 4# is all you can lift and keep your form good, then use 4#. Just be aware of when it gets too easy and lift heavier when you can. Also, you may find that you can increase the weight on some exercises and not others. You won't progress at the same speed with everything.
6) The cleaner the better, especially if you're trying to lose weight. Most of weight loss is still diet.
Hope this helps. I'm not an expert, just someone who has been lifting for awhile. There are a lot of stickied threads at the top of this forum which you may want to read; they have a lot of good information. Good luck, and let us know how you're doing.