When most people think of losing excess weight they also think of a Cardio workout. Such an aerobics class or video, running/jogging, swimming, etc. These are all excellent ways to burn fat because your heart rate is up and that is essential to burning fat. The downside to Cardio is that once you stop doing it you stop burning fat. This is why a combination of Cardio and Resistance exercise is important.
Resistance exercise or weight lifting is important because it continues to burn fat even when you've stopped lifting the weight. The soreness you feel after a workout is from the muscle fibers that have been torn and are replacing themselves to make the muscle stronger for next time.
I've heard some women say that they are afraid of lifting weights because it will make them look like a man.... That's not happening. Men have more testosterone so there is no way that a woman muscles will look like that naturally. So in combination with you cardio (to get your heart rate up and make your heart strong) I hope you are lifting weights as well.
Remember, the muscles continue to burn fat even after you stop.. Happy workouts!!