Mimi - I had the same situation a few years ago - joining a gym and finding that there were no other women.
This year I bought the Graeme Street Cyclo Core & Cyclo Zen DVD's & am using his exercises. Some include hand weights (I'm using 10 lb. ones) & the ball. Others are just using your own body weight.
If the gym gets too uncomfortable for you maybe you could try something like that?
Good luck! -jane