The National Osteoporosis Foundation promotes weight bearing exercises to reduce the effects of osteoporosis, especially for women.
To read more, follow this link: http://www.nof.org/prevention/exercise.htm.
While we don't always associate muscle strength, we can understand it this way: muscle pulling on bone builds bone, so the more we use our muscles to build bone density, the stronger both our muscles and our bones will be. Please see the following article for more details on this: http://ag.arizona.edu/maricopa/fcs/bb/exercise.html.
As with any exercise program, it's crucial to learn as much as possible about your own health and to work with either a personal trainer or a fitness program in order to achieve your desired results. Starting off with weights that are too heavy can cause injury, as can doing too many reps or moving too quickly through a routine.
You will want to take the time to start off relatively slowly, using 1 pound, 2 pound or 3 pound dumbells at first, building up your muscle strength and adding more weight as your muscles become stronger. The same holds true for machines; if you are using a machine for resistance training, begin with a low level of weight and build as your strength and stamina increase.
If you feel you are pulling a muscle, stop immediately and rest. Stretching out your muscles both before and after weight bearing exercises will reduce the chances of pulling, straining or otherwise injuring a muscle and should be done with care and patience.