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The truth is you may need a reality check about what to expect from exercise.

1. Exercise is only part of the weight loss story.

There's no getting around your tab of calories in and calories out.

The obese patients Robert Kushner, MD, clinical director of the Northwestern Comprehensive Center on Obesity, treats often tell him they're not seeing the results they want from exercise.

"They will say, 'I have been working out three days a week for 30 minutes for the past three months, and I have lost 2 pounds. There's something wrong with my metabolism,'" he says.

Kushner tells patients that exercise is very good for them, but for weight loss, he emphasizes starting with a healthy diet. "First, we've got to get a handle on your diet," Kushner says. "As you're losing weight and feel better and get lighter on your feet, we shift more and more toward being more physically active. Then living a physically active lifestyle for the rest of your life is going to be important for keeping your weight off."

Other experts have had success including physical activity early on. But they stress that the amount of exercise is key.

James O. Hill, PhD, director of the Center for Human Nutrition at the University of Colorado at Denver, says it's easier to cut 1,000 calories from a bloated diet than to burn off 1,000 calories through exercise. "But there are many, many studies that show that exercise is associated with weight loss when done in enough volume and consistently," he says. "It depends how much you do."

For Pamela Peeke, spokeswoman for the American College of Sports Medicine's "Exercise is Medicine" campaign, fitness is a crucial part of a weight loss program, but it's for reasons that go beyond calorie burning. She praises its mind-body benefits, which will help with motivation over the long haul.

Peeke asks her patients to start walking as a way to "celebrate" their bodies with activity. "For years, they've blown off their body," Peeke says. "By them actually using their bodies, they can begin to integrate them back into their lives and not use them  as a source of torture or torment or shame."

2. Exercise is a must for weight maintenance.

"I come back to this over and over and over," Hill says. "You can't find very many people maintaining a healthy weight who aren't regular exercisers. What we find is that people who focus on diet aren't very successful in the long run without also focusing on physical activity."

Hill warns that people can be "wildly successful temporarily" at losing weight through diet alone. But there's plenty of data that show that those people regain the weight if they aren't physically active.

Timothy Church, MD, director of preventive medicine research at the Pennington Biomedical Research Center in Baton Rouge, La. says, "When it comes to weight, you can't talk about diet alone, and you can't talk about exercise alone. You absolutely have to address both issues at the same time