Patience is key

Keep in mind that weight loss is a gradual process. Many people become disheartened and drop out when they don't see results right away. But you didn't gain all those extra pounds within the last couple of months, so don't expect them to magically melt away in the same amount of time.

Here's why losing weight takes loads of patience and hard work: "To drop a pound of fat, you need to create a 3,500-calorie deficit," explains fitness expert Liz Neporent, co-author of The Fat-Free Truth. Meaning if you burn 300 calories in one workout, it will take you almost 12 sessions to lose one pound.

Watch your diet

And remember, exercise is just one half of the calorie equation. Your diet is the other half, so you have to watch what you eat, too. "Many exercisers throw caution to the wind and eat up all the calories they just burned, figuring they've been virtuous by working out, so they deserve a treat. That's a mistake," says Neporent.

You have to avoid this pitfall if you want to see any weight loss. So ration your calorie budget wisely. Cut your calorie intake by skipping the desserts, and you can reach your goal weight in a shorter time than with just exercise alone.