A gym programme, if followed correctly will eventually increase muscle mass. If you are only starting out then I wouldn't go mad with the amount of weights you are lifting. Start at a weight you can rep 10 times comfortably for three or four sets and move on from there. Be lifting so that on the last couple of reps on the last set, you are really pushing yourself to lift the weight.
Be careful not to fall into the trap of only working the upper body. A lot of people do this, go in and pump the arms and chest but forget about the legs and back. You will end up with imbalances in muscle mass, which is unhealthy and looks ridiculous, the majority of my programme is on the legs (squats, lunges, deadlifs and cleans). This is where power comes from and you need a good base to have an effective upper body workout. Plus squats work everything. Make sure if you are doing squats that you have someone analyize your form to make sure you are going to parallel and keeping your back straight.
I've been in the gym 3 times a week for 9 months and I've gone from 84 Kg to 68 Kg. My arms are ridiculously thin, biceps, triceps and chest all need work, but I'll do that in the summer when the season is finished and I can cut back on the cardio.
Whatever you decide to do, best of luck and be patient. It doesn't happen overnight