I do weighted squats with a 40lb barbell on my shoulders, as well as arm exercises with 10lb weights. I work out in the "men's" section of the gym.
I am also not bulky or un-feminine looking.
How?!?!

I am thin and fit BECAUSE I lift weights! Think of it this way: If you do only cardio, then essentially you're just losing some fat. If you do strength training, you will lose fat AND gain muscle. Not big, manly bulky muscle. You'll get toned, beautiful muscle that gives you a gorgeous figure! By incorporating strength training into your workouts, your body fat percentage will decrease without you having to do anything else. Why? Because muscle is much much more efficient at burning fat than fat is. Muscle will get rid of the fat. It's hard to imagine fat being very good at getting rid of itself, right?

Start off with 3lb weights. Everyone starts somewhere! Look up some basic weight exercises online.

Also, strength training isn't just for people who are "already skinny." Take a page out of Jillian Michael's book. She has her morbidly obese contestants doing weights from the very beginning. That's part of the reason they are able to lose weight so fast, because muscle is better at burning fat than fat. So, I'm sure every single one of you is capable of lifting weights. No excuses! ;)