Hi Melissa! The answer all depends on what your goals are.

If your goal is power and building huge muscles, then you'd go with lots of heavy sets of low reps. If your goal is strength and endurance (which is what most women are after), you'd go with higher reps and fewer sets.
The difference is the amount of weight that you're lifting. If you're doing low-rep sets - like five reps - you can lift a much heavier weight than you could if you were doing more reps. That's why the guys who are training for size do lots of sets with high weights, but they only can lift them a few times per set. If you're using a lighter weight, then you can do more reps before you hit muscle fatigue or failure. Like I said, it all depends on what your goals are - neither way is 'better'.
My recommendation for someone who's new to weights is to stay in the 12 - 15 rep range (per set) to build some strength and endurance. That means you pick a weight that will let you lift it 12 times - but it's getting very difficult somewhere in the 12 - 15 range. If you can get to 15 and keep going, it's too light. If you picked a weight and fail at 6, it's too heavy. It's a trial and error process and it's helpful to use a little notebook to keep track of the right weights for you.
Once you've been lifting for a few months, then it's time to progress to a slightly lower rep range of 8 - 12 reps per set. It's the same deal with the weight: pick a weight that makes you very fatigued or fail somewhere between 8 and 12 reps. If you get to 12 and can keep going, then it's time to increase the weight.
Once you've figured out the number of reps per set, the number of sets that you do depends a lot on the kind of workout that you're doing. If you're doing a full-body workout, you'd probably do two or three sets of each exercise. If you're focusing on one or two muscle groups per workout, then you might do more sets (like four or five) of each exercise.
I hope this wasn't too confusing! Please ask questions if I didn't explain it very well.