If you are trying to lose weight, then you will want to make certain that you are building muscle for women in the process of doing your fitness regimen. Many women are more comfortable with generally working out with cardio activities than they are with strength training. This is one of the reasons why walking, jogging, and fitness classes such as yoga and pilates are very popular. Although these are great exercises and you should continue to incorporate that as the major component to your workout regimen, it is important that you are also adding in some ways to build muscle. This can easily be done, even as part of the workouts you are currently doing. There are plenty of lightweight weights that can be held in the hands and gripped easily. You can hold these and use them when you are doing some of your pilates workout. If you want to keep things separate, use weights as part of several reps that you do when performing a few exercises that promote muscle. Building lean, healthy muscle is a great way to aid in staying slim and losing weight.