Multi-gym
Do 10 repetitions at each station, rest for 30 secs and do another set of 10 reps (or move from station to station and go round twice without resting). Don't put the weights down on the block until you've done all your reps - leave about a finger's width between the weights you're lifting and the top of the stack.
Multi-gym equipment is designed to work the muscle in both directions, so until you put the weights fully down they're working all the time (both when they get shorter and when they get longer as it's all done under full control).
When this is easy, you have two options - do more sets, or increase the weights. Some people find it useful to do 15/20 reps for a couple of sessions (to make sure you're really ready to move on) and then increase the weights and go back to 10 reps.
A word to the wise.... If it hurts - LEAVE IT. I don't believe in this "good pain" thing - if it's painful, your body is trying to tell you something (usually to STOP!).
Lats pull-downs
Use the long straight bar with the angled ends. You can hold it with a narrow or wide grip: most people find it easier to lift more with the wide grip.
Different parts of the latissimus dorsi muscle are worked depending on where you hold the bar (wide grip works the lower part, narrow grip works the upper). You can do a mix of wide and narrow, or two sets of either.
When you're doing the narrow grip make sure your hands are an equal distance from the centre so that you're not pulling more to one side (and remember you can have your hands facing either way - whichever feels best for you). Don't come too close to the middle either or you'll be using other muscles - go for midway between the centre and the curved end of the bar.
Pull the bar down to about collar bone level in front of your face and then control the weights to lift your arms above your head. You might see people pulling the weights down behind their head, and the reason I suggest doing in to the front is that the junction in the middle of the bar has a nasty habit of catching hair and ripping it out by the roots! Lift and lower at a steady rate - don't whoosh the weights up and down because the muscle won't work effectively. As the weights go down, keep it under control.
With all multi-gym work - aim for 10 reps, but if you've had enough by 7 or 8, Stop, Rest and reduce the weight.
Bench press - Shoulder press
Vary the routine here - you can do both positions (sitting or lying), or either (do sitting in one session and lying the next). You can also split the two up so that you do the reps in the sitting position, go and do some abs work, and then come back to do your reps in the lying position. In either position, make sure the bar is high enough - if you try to start a lift from too low a level you've got a greater risk of injury.
Adjust the frame by taking out the key and lifting the arms up or down. The best levels for most people are in the 4th hole for bench pressing where you lie down, and the 7th/8th hole for shoulder pressing where you sit facing the weights, but if this doesn't feel right for you try setting it one hole higher/lower.
When you're in the lying position, make sure your head is on the bench and not hanging off at the top. You can't actually see where the weights are so for the first session you'll be getting the 'feel' of how far you can lower them without actually resting them down. You can also move backwards or forwards on the bench until you find the most comfortable position for you. There will be one position which is 'mechanically correct' for your joints/muscles - do one lift and move a couple of centimetres down the bench and lift again - is it easier or harder?. If it's harder try moving up the bench and lift again. When you're in the 'right' place the lift will feel better - it might not be easy, but it'll feel right.
When you're lying on the bench you can have your feet on the floor, on the bench (with bent knees) or if neither feels comfortable, put the small steps at the end of the bench and rest your feet on that.
If you want to, you can do exactly the same exercise using the free weights and bar, although I'd use the multi-gym set-up to get used to bench pressing with good technique. Also be aware that the bar weighs 20kg before you begin to put weight on, so you need to be able to lift this weight on the multi-gym: the blocks are numbered in pounds (not kilos) so you need to be able to lift at least 40.
When you first try the free weights - and if you're lifting close to your maximum at any time - always have someone standing behind to 'spot' for you in case your strength fails!
Triceps
Use the red bar and stand with your toes on the edge of the board. Pull the bar down to hip level and straighten your arms. Allow the elbows to bend so that the bar comes up to chest level then push down again. Keep your upper arms in by your sides and only move the forearm - it's your elbow which bends and straightens, and the shoulder stays still. This is a very small movement - I see people looking as if they're trying to fly with flapping arms and they're not working triceps at all!
There are numerous ways of using this station - some people use it for static rowing (using the red seat and the handle on the lower end of the cable - sit with legs straight, feet on the plates, and pull back with your arms - stay sitting upright and don't lean back!), others use the rope instead of the bar, stand with their back to the weights, and pull forwards and down.
Watch other people and if they look as if they're doing something interesting, ask - all of the gym members are okay people!
Pecs
Take care with your shoulders getting into the starting position with this one. You don't have to go all the way back with this either - you'll work your pectoral muscles even if you only go back to 70 degrees (it should feel 'comfortable' all the way - if your shoulders feel as if they're being pulled out of their sockets it will cause you to alter the position of your spine which can cause injury/strain)
On all the multi-gym equipment: Do the exercises SLOWLY and steadily - you'll see people puffing away and doing dozens of reps at top speed - this isn't good or an effective way to exercise.
Also start by working at the same speed to lift the weight AND put it down - multi-gym exercises work the muscle in both directions because you don't release the weight until the end (remember about leaving a fingers width between the weights you're lifting and the top of the stack). Work the muscle through the full range (apart from pecs which can be effectively worked over a smaller range) - again you'll see people working like mad with about 6" of movement - not the best way to use the equipment.