The possibility of controlling all the motion as well as the internal quantum state of a sample of molecules is a long term goal in the cold molecules field. Although many different techniques have been used to produce ultra-cold molecules, in this paper, we will concentrate on the optical pumping technique successfully used to achieve rotational and vibrational cooling of Cs-2 molecules. We will review the different photo-association schemes for molecule formation, the detection schemes through photoionization, the rovibrational cooling into a single level and finally the electronic conversion. In addition, we will present a theoretical model for both ro-vibrational cooling and electronic conversion that can be used for the preparation of different experiments.