Women can't actually get supper bulky because we don't have enough testosterone. When you see those insanely muscly women generally they use steroids or are genetically blessed!
If you start incorporating some weight training in your exercise routine, you will tone up and get some extra definition without getting bulky. The best thing to do is use lighter weights and do more reps. The heavier the weights you use the more likely you will build larger muscles.
If you are unsure of what exercises to do then you could always buy a strength training workout dvd. Or better still get a dvd that allows you to interval train with cardio and strength segments. This will take care of burning the fat off your arms (and the rest of your body) in the cardio intervals, and toning and defining your arms with the strength intervals. The Firm do some great interval training dvds.
And of course, nutrition is key. You can't eat more than you burn otherwise you will always store fat!
