Quick question for ladies.......

I just started training my muscles to failure by the third set. I haven't been doing it long enough to tell if my muscles are having a good response to it, but I have noticed an increase in weight each week. On the day I train shoulders, I don't feel a burn like I do for other muscle groups, but I always feel fatigued by the end of my workout. Does this mean their still being worked hard enough for maximum results????