That's pretty much the most important thing you need to lose weight.
Exercising burns calories when you do it, and then your body burns more calories just by itself when your muscles are bigger and so on.
It's like owning a website which brings you income just by chugging along!
Also, whenever you really yearn for something delicious to stuff your face with, try eating some kind of fruit instead of that chocolate bar.
Fruit can be delicious too, and will most likely be less fattening than, well, anything that you can't pick up from a tree/bush/the ground.
If you really want to go hard-core, eat lots of carrots.
They're definitely not delicious, but at least they provide you with the sensation of Eating, and keep your mouth busy, thus preventing it from devouring sweets.
I believe most diets are just an illusion - or bullshit - pick one.