Susan, I'm not certain that it is necessary to conquer machine exercises before beginning free weights. Sometimes it can be a nice option to do something different and that's okay. But really, you may want to consider speaking with your PT about working your program around free weights.
There are so many reasons we have recited here before about why the free weights are more efficient but one of the things that we sometimes forget is what happens when we travel and would like to get a workout in a new place. Everyplace has different kinds of equipment all with their own quirks. Free weights are free weights everywhere. If you have a couple of programs arranged around your free weights you can walk into any gym with a decent free weight section and look like a pro.
I also understand the small town thing. But ya know, you could set a trend in your new gym. The more people see you lifting the more it will occur to them that maybe they should walk on over there and pick one up too.
I just know that there is so much core strength and stability to be gained from using free weights. Since you already have some experience with dumb bells I just hate to think of you sitting on a piece of equipment somewhere working in just one plane of motion.
And speaking of small to large muscles. First thing I learned was that in a program you work the large muscles first and then work the smaller muscles. It takes a lot to fatigue the larger muscle groups so you are going to go a lot heavier with those weights. Secondly, when using free weights you will automatically call upon stabilizing muscles to complete the movement. Often enough those small muscles act as stabilizers and really don't need to be isolated in another exercise.
Bottom line: Some strength training is better than none. If you feel more comfortable with the machines at this point then continue. But, if you are just putting your trust in a carbon copy new member program directed by a new trainer then maybe you might want to speak up a little bit. Chances are the new PT might learn something too.
Just a thought.