April, congrats on your decision to start an exercise program. It will definitely help you in your LC journey. I notice from your profile that you have January 1st as your start date. In Protein Power the Eades suggest waiting a few weeks before beginning any such program. You should let your body adjust to burning a new fuel before starting out. In the interim you can prepare, though!
There is a great thread started by Trainerdan in the exercise forum on starting out an exercise program if you're a beginner. You can find it here:
http://forum.lowcarber.org/t28035.html
Working out with weights, when you do start, is a great idea. It is the exercise the Eades recommend if you are going to do just one type. Aerobic conditioning is great for cardiovascular health, but it is weight training / resistance work that will build lean muscle and burn more fat for you.
I also suggest reading through the thread "
A.M. Cardio on am Empty Stomach " by Fern in the exercise forum, there are some very good tips for fat burning and timing of your workouts.
As for a program to follow and which weights to start out with, these will depend on the individual. Start with low weights, for some exercises you will probably not even require free weights, the resistance of your own body will be sufficient. You can check
here for reviews of various videos to help you choose one. I have heard good things about the tapes from "The Firm" but have not tried them myself.
Good luck!
Nat