An exercise machine, which comprises: (a) a bar (24, 24', 24") long enough to allow a user to grip and hold the bar with both hands; (b) a frame (4, 4', 4") to support the bar in a resting position atop at least one bar support (22, 22', 120) carried on the frame such that a user at least partially disengages or unracks the bar from the frame for use in exercising by lifting the bar upwardly off of the at least one bar support; (c) an adjustable exercise mass assembly (28, 28', 28") providing a user selectable exercise weight, wherein the exercise mass assembly is separate from the bar; (d) a cable and pulley system, which comprises: (i) a plurality of pulleys (40, 40' and 86, 40"); and (ii) at least one flexible cable (60, 60' and 98, 126 and 134) routed around the pulleys for operatively connecting the bar to the exercise mass assembly such that the exercise weight selected by the user and provided by the exercise mass assembly is coupled to the bar for use by the user in performing weight lifting exercises of the type in which the user presses or lifts upwardly on the bar to lift the exercise weight; and characterized by further comprising: (e) a winch (68, 68', 68") that carries a flexible winch line (70, 70', 70"), wherein the winch is rotatable in opposite directions to wind up the winch line on the winch when the winch is rotated in a first direction and to pay out the winch line from the winch when the winch is rotated in an opposite second direction, and wherein the winch line is operatively coupled to a portion of the cable and pulley system; and (f) a member other than the bar that is selectively operable by the user before exercise begins to permit the user to selectively rotate the winch (68, 68', 68") during a set up procedure of the bar for performing a particular weight lifting exercise with rotation of the winch by the user during the bar set up procedure serving to pre-elevate a movable portion of the exercise mass assembly that provides the selected exercise weight up above a second portion of the exercise mass assembly that remains stationary during the particular weight lifting exercise, the winch thereafter is configured for remaining rotatably stationary as the user exercises by performing repetitions of the particular weight lifting exercise. (a) a bar (24, 24', 24") long enough to allow a user to grip and hold the bar with both hands; (b) a frame (4, 4', 4") to support the bar in a resting position atop at least one bar support (22, 22', 120) carried on the frame such that a user at least partially disengages or unracks the bar from the frame for use in exercising by lifting the bar upwardly off of the at least one bar support; (c) an adjustable exercise mass assembly (28, 28', 28") providing a user selectable exercise weight, wherein the exercise mass assembly is separate from the bar; (d) a cable and pulley system, which comprises: (i) a plurality of pulleys (40, 40' and 86, 40"); and (ii) at least one flexible cable (60, 60' and 98, 126 and 134) routed around the pulleys for operatively connecting the bar to the exercise mass assembly such that the exercise weight selected by the user and provided by the exercise mass assembly is coupled to the bar for use by the user in performing weight lifting exercises of the type in which the user presses or lifts upwardly on the bar to lift the exercise weight; and characterized by further comprising: (i) a plurality of pulleys (40, 40' and 86, 40"); and (ii) at least one flexible cable (60, 60' and 98, 126 and 134) routed around the pulleys for operatively connecting the bar to the exercise mass assembly such that the exercise weight selected by the user and provided by the exercise mass assembly is coupled to the bar for use by the user in performing weight lifting exercises of the type in which the user presses or lifts upwardly on the bar to lift the exercise weight; and characterized by further comprising: (e) a winch (68, 68', 68") that carries a flexible winch line (70, 70', 70"), wherein the winch is rotatable in opposite directions to wind up the winch line on the winch when the winch is rotated in a first direction and to pay out the winch line from the winch when the winch is rotated in an opposite second direction, and wherein the winch line is operatively coupled to a portion of the cable and pulley system; and (f) a member other than the bar that is selectively operable by the user before exercise begins to permit the user to selectively rotate the winch (68, 68', 68") during a set up procedure of the bar for performing a particular weight lifting exercise with rotation of the winch by the user during the bar set up procedure serving to pre-elevate a movable portion of the exercise mass assembly that provides the selected exercise weight up above a second portion of the exercise mass assembly that remains stationary during the particular weight lifting exercise, the winch thereafter is configured for remaining rotatably stationary as the user exercises by performing repetitions of the particular weight lifting exercise.