Are you doing the exercises properly and putting strain on muscles and not joints?
You'll have twinges for a few weeks. If a particualr area really hurts then don't go for a night and rest it. I hurt my knee initally and had a knee support on for a few days and then every time I did a particular class for a couple of weeks.
Also different exercises will make you ache no matter how fit you are... my calves were killing me last week because I went to an aerobics class for the first time but the body combat class the night before with the jumping kicks that I go to weekly left me pain free!
Just don't over do it and don't over stretch yourself, warm up and down properly and make sure you're using the equipment appropriately.
mine is mainly my knees china, the rest if muscle aches, maybe i should use some knee supports for a while, see if they help, i tend to use the treadmill, cross trainer and rowing machine mostly.
Ah yeah, you're just straining your knees.. If you were lifting weights as well I'd say make sure it's your thighs taking the weigh and not your knee joints... You do need to have a day or two off wearing a knee support and then go back using the knee support while exercising. Do you have any instructors/trainers there? Just double check with them you're doing everything right on the machines too... Rowing machine should kill your arms and tummy from what I remember of my one and only date with that particular device of torture!