To build strength you must use heavier weights over time, and appropriate repetition (reps) ranges. For example, doing sets of 20+ reps with the same light weights for an extended period of time is not proper strength training. You must use challenging loads for lower rep ranges (primarily 6-12 reps depending on the exercise) to get stronger and achieve results) and add more weight over time.
But having said all that there are all these myths floating around the gym as to why and how strength training is not appropriate for women. Here are six myths that are preventing more women to partake in this excellent overall body fitness program: