You can do it multiple ways:
Like the fellow said before about using own body resistance- put your left hand palm up, under your chest.
Now place right hand, palm down on the left hand a(so your elbow is bent) and simultaneously push down with the right and up with left.
Hold at maximum pressure for ten counts, release, relax, repeat.
Repeat up to 30
Basically your wanting to work the triceps area- so as everyone has stated before- their exercises will help.
Another way is chair dips:
Place two chairs shoulder width apart (no wheels please!)
Place hands behind back, but resting on seat of each chair.
Place feet on ground in front, legs rigid.
Dip/lower your bottom down, until your arms reach full tension, push slowly back up.
It's illustrated here:
http://www.bodyweightculture.com/index.php?option=com_content&task=view&id=18&Itemid=29
The behind-back tricep curl offered by the other person was excellent too.
Basically- as a woman, you'll put on weight on your bottom, thighs, arms chest and stomach, usually in that order, so in addition to the triceps exercises- I recommend walking and possibly some push-ups for total arm and chest strength/weight loss.
I'd recommend Isometrics (using bodies own resistance)
Calisthenics (again using bodies own resistance):
such as this
http://www.weightlossforgood.co.uk/home_exercise/chest_firming.htm
which will also work the arms; shoulder blades, tri's and bi's- and give ladies great tone.
Pilates (great for core balance strengthening).
Girl's mags are pretty good too:
http://www.allyou.com/allyou/article/0,20904,1018252,00.html
This guy is phenomenal:
http://www.hikuta.net/classical-conditioning/clscon_dyn_calis.cfm
I actually lost 50kg from simple exercises like this (I had a bad accident and overate for a year basically). And I got my army bod back.