Since you're first starting I'd say stay away from isolation lifts like it sounds like you're doing (bicep curls, tricep push downs, calf raises). Stick to compound lifts that will work large groups of muscles together to get yourself a good base of strength, squats, deadlifts, rows, pull ups, dips. Check out
Build Muscle & Lose Fat Through Strength Training | StrongLifts.com , that site was my savior when I started strength training.