Hi, I have been reading up a lot on this recently as all my work mates and friends have joined the local gym and they usually go 5 times a week, yet they too haven't noticed a weight loss. I have read that rather than doing 30 mins on the treadmill at your usual speed, you should do 2 mins on a high incline and fast, then 4 mins walking pace (flat). Repeat this for about 10 to 15 mins and the results should become clear very soon. Also you don't need to diet to lose weight, just don't skip breakfast, eat every 3 hours, and eat foods that are not processed. I have just been following the 'not eating processed' and eating a good snack every 3 hours and I have lost 1/2 stone in 2 weeks and I never feel hungry. Will start the exercise soon, but I am a bit of a couch potato!
Hope this helps