Thinking that they will get bulky is a common misperception that a lot of people have when it comes to weight-lifting. They don't want to look like some freak of nature so they either shy away from weights altogether or they only use as little resistence as they can get away with.
To look like a champion bodybuilder you need to eat, sleep and train like a bodybuilder. Basically a 24 hour job. Watch what you eat, make sure you are getting proper nutrition to support muscle growth, eat several small meals each day, get plenty of rest and train like you're posessed.
When, say women for instance, train like you often see it's to tone up, like Tom said. It may also be to just get out of the house, have some time alone or just to get some exercise to feel good. It may also be to lose weight. Cardio and dieting aren't the only ways to lose weight. If you build up your muscles you will burn more calories at rest further increasing any weight-loss you may be working toward.
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