When you start a Body Pump class, you have to be thick-skinned
and go with 'baby weights' in the beginning. Don't feel embarrassed
that the weights you're carrying are puny compared to those around
you... they are 'lao jiao's and they started the same way you did
too! 
When I started Body Pump, I told myself, 'Take it easy! Get the
techniques right first or else, you'll sustain serious injuries!'
True enough, if you do not practice the right posture, you WILL get
knee / back / shoulder injuries.
I did the squats and lunges the wrong way and kena major
leg pain for days afterwards until a good instructor taught us how
to get that done right and then, no more excruciating pain!

I've seen folks who just carry the rod with NO WEIGHTS at all at
the ends. That's wise of them. 
We're not in it for the competition so there's nothing to be
embarrassed about. We measure ourselves against our own yardsticks
and don't be too harsh on yourselves cause we all start
somewhere.
We may not be able to complete the entire class the first time
round, or we may be carrying 'baby weights' for weeks, but at
least, we've gotten ourselves off the couch and have started
exercising! 
Be your own cheerleader!
Hooray for every little milestone!
I reward myself by purchasing yet another Reebok sports
shirt to exercise in and look good at the same time! 