licia, don't get caught up in the "exercising for the sake of losing weight" vein of thought. It is only your way to heartbreak. Concentrate on how much better it makes you feel. I don't know how old you are, but I know way too many women who get caught up in the weight loss maze, and when they don't lose drastic amounts (and, to be honest, few women lose a lot of weight through exercise and moderate dietary changes alone), they give it up. A lot of people, both sexes, start an over-ambitious exercise program for their bodies, injure themselves, and quit. Or they lose a few pounds, "plateau", give up. Find a program you like, period, and stick to it. For me having some classes works, where my exercise buddies give me greif when I don't show up (and yes, we also eat together and occaisionally lift a glass together) works. What also works is a walk when I need to sort out my thoughts (I really don't like walking with another person -- I'm tall and tend to leave anyone in the dust, or they want to blab when I want to think). On the other hand, I often walk to get where I'm going -- usually the library, a bar or restaurant, the post office -- then I'm happy for company. Living in a small town is great for this.
My husband was diagnosed as diabetic recently, and we found the one thing that really keeps his sugar levels stable is getting out and walking every day. He lost some weight and "plateau-ed", which discourages him to some degree. BUT when he cannot get out for some reason and take that walk, it affects the blood sugar levels more than his dietary mistakes do. Like most men, he's terrified of needles, so he's really trying hard to control it as much as possible by diet and exercise. So far, after 6 mos, his doc is amazed that he even diagnosed diabetes to begin with. So get out there every day and exercise.
Weight loss is great, don't get me wrong, but it is only a part of your overall health.