If you want to help your golf game by doing golf strength training then you may think you have to go down to your local gym. It is good to use an exercise machine to start with as they tend to provide you with more protection against injury as you are forced to sit in the correct position before you start. You can do free weight training though, so it is possible to do exercises outside of the gym. It is wise, however, to talk to a fitness instructor and get some training on how to use weights correctly and what exercises to do before you start. Make sure that you are doing the exercises correctly before you start to do them on your own.