Generally, unless you're doing marathon proportions of exercise, you have to reduce the calories you eat to lose weight. Exercise will build muscle, which will burn off calories more effectively, but at normal levels has little impact on weight. The best one I've found for getting slim is the David Marshall programme (
http://www.bodydoctor.com/) - you take his book to the gym and follow it to the letter. 1.5 hours a time, but no pain, no gain! It focuses on getting fit - and a great byproduct is that it sucks you in in all the right places (I lost two inches off my waist in the first two weeks). The emphasis is on toning up what you have - and not watching the scales. He's worked with everyone from Robbie Williams to Rachel Weisz and was the man who helped Sophie Dahl slim down safely. His book is only �14 (and you might be able to get it cheaper on ebay or amazon) and well worth a look - after years of following routines devised by trainers at my gym, the bodydoctor book gave me the fast results and shape I'd been trying to get for years. Good luck!