subject: Working Out with Exercise Weights [print this page] These are just two of the ways in which you can workout using exercise weights, or dumbbells. One thing to note however is that Rome wasn't built in a day. By that I mean, if you're a beginner, you need to start of slow and work your way up. Don't immediately pick up the heaviest dumbbell with which to workout with, start gradually and work your way up, or else you could be risking yourself a serious injury.