In reply to goosebump: I don't really rate convict conditioning, although it is all bodyweight, I find myself developing golfers elbow using these exercises and believe light dumbells can help you lower the rep (repition) range but increase your strength gains (i.e. do less exercise and get more from it.)
Try researching simple dumbell exercises, look do do 5 reps of each, for 3 sets, with a short break between each set and each exercise. Once you can do 8 reps for 3 sets, increase the weight that you use.
When looking at what exercises, try compound movements that utilise lots of different muscles instead of ones that isolate certain muscle groups. this video has some good ideas.
Always warm up first, some nice gentle walking or jogging, sets of 5/10/15/20 crunches/pushups/squats for the first 10 mins before you start picking up weights should help you avoid injury.
Lastly; adequate rest and nutrition are probably as important as whatever exercise you do eventually choose, make sure you get enough, take care, be strong.
oh yeah, my bodybuilding friend suggested I try this
http://www.thehourofpower.co.uk/ haven't yet tried it, can't really rate it, but he was impressed.