Everyone will have a different opinion on this, just make sure you don't get it from the resident mental case at your gym.
If you just want to build muscle, then it is probably best to exersize one muscle group per week. ie Monday: Shoulders Tuesday:Arms Wednesday:Legs & Abs Thursday:Back Friday:Chest
You would be better decreasing rest time between sets week on week on a 3 week rotta rather than increasing weight.
3 sessions in a set, 2 sets in a super set, 3 super sets in a workout. Session 1, 12 reps, session 2, 10 reps, session 3, 8 reps.
So, week 1, 1 minute rest between a session and 2 minutes between a super set.
Week 2, 45 seconds rest between a session and 1 min 30 seconds between a super set,
Week 3, 30 seconds between a session and 1 minute between a super set...
Then the next 3 weeks reverse it working upto more rest time, so on and so forth.
Just increase the weight when you think you can handle more weight on this plan.
DON'T do roids, they are bad news and any muscle you gain will disapear in a matter of weeks when you stop taking them, loads of fakes on the market, and it isn't real muscle. Could mess your body up in a number of ways including stopping your body from knowing how to make it's own hormones naturaly.
Lifting weights puts a lot of strain on you though so you need to make sure your diet is on track and take a multi vitimin and codliver oil to begin with.
I know this is probably a bit confussing to take on, but you need to look into something that suits you and reasearch it, just don't get advice from the muscle heads in the gym (warning!!)