Women generally just aren't as interested in having muscles as men – they don't want the extreme definition that a lot of men shoot for, but they do want to look good and toned and fit. You can get that look, but you have to work at it more carefully and more slowly than men do.
Too much muscle on a woman can look a bit strange, so women who want to look fit should work toward overall body tone instead of working toward building muscles specifically. As you lift light weights and do more repetitions, you'll build muscle slowly and lose fat and pounds and inches. That will keep you from being too muscular, but also keep you from looking stick-thin and not having any definition.
Being too thin can be just as unhealthy over time as being overweight because it's hard on the body and not enough nutrients are present for normal functioning. Especially if you're trying to keep fit and build some muscle you have to eat realistically instead of starving yourself. Aerobics are also a great way for women to build strong (but not bulging) muscles.