THERESA: Check this out: A recent study from the University of Kansas points out something interesting - For women, launching an exercise program alone, without changing one's diet, doesn't result in weight loss. In fact, women often gain a few pounds when they start a new exercise routine. And in the "life ain't fair" category: Men do tend to drop pounds when they start exercising, but women need to significantly cut calories too if they want to lose weight.

The study also shows that most people don't change their diet when they start exercising. Whether you need to lose weight or not, it's important to eat right, cut back on junk food, sugar and saturated fats in favor of healthy foods that provide the nutrients you need.

There are plenty of benefits to exercise beyond controlling weight, as we all know. But if your goal is to lose pounds and keep them off, you can't just exercise alone and hope to do that.

Does that jibe with your experience, Girlfriends?

YVONNE: Not really, because my main form of exercising when I wanted to lose weight was running. And I think most runners find that running done intensely drops weight off very quickly. When I have been doing other exercise as my main cardio, though, the study's findings have reflected my experience - no weight loss unless I cut down on the bad carbs.

THERESA: Running doesn't take off pounds for me. It makes me happier and stronger, but not thinner. Weight training did seem to help me lose pounds, but I cut calories at the same time.

To maintain my current weight, I watch what I eat. I exercise regularly, which allows me to eat a little more than I otherwise would, but I'm past thinking that because I exercise, I can eat whatever I want and not gain weight.

Did you see Art Carey's column in today's Inquirer? It was great. (Go, Amy! You CAN achieve your goal.)

WENDY: I agree -- I think when I am NOT exercising I lose more weight, but in a bad way -- I skip too many meals and feel unhealthy. Plus, the old fat pockets -- ie my thighs -- remain.

LAURIE: Absolutely true for me. I always gain weight when I exercise unless my diet changes. And too often, my appetite increases because of the exercise so I have to struggle not to eat more.

Theresa, that was especially true when I used to work out with weights a lot, so I don't think that kind of exercise is an exception. And of course muscle weighs more. I remember seeing a story about a woman weight lifter who weighed 145 pounds (how do I still remember this?!) and was pretty short, but she looked great (not too pumped, either) because the weight wasn't fat, but muscle.

On the flip side, I can lose weight without exercising if I eat less. But I agree with Wendy that I don't feel as good.

ELLEN: I also gain weight when I start up the old exercise program. Part of it is that I feel great so other appetites are reawakened. (See April, ahem, on this topic.) Eating, particularly, in the morning after exercise is a must.

I need to add aerobics and to keep adding weight each workout to hold the weight stable.

To lose weight, I need to cutback on calories, cut the carbs, cut the alcohol and increase the water. This may be a middle age recipe. In my youth, all I would have to do is ramp up the running for a few weeks and I'd drop 10 pounds. Now my knees won't cooperate with that so I have to get my mouth wired shut.

JENICE: Really depressing. But it's nothing other than what I have observed with myself. These days, I have to eat significantly less AND workout to make the scale budge. Otherwise, I stay at the same weight. One of the hardest things is eating all those small meals as my former trainer advised to keep my metabolism high. You start off doing the apple thing and a couple of weeks later, it's back to junk food. It's so hard.

LAURIE: Oh, Jenice, I SO understand. When I lose a few pounds I start to reward myself with junk food. There's this delay factor in my weight loss/gain, so it takes a little while for it all to catch up with me. Then, pow! I swear I have lost the same 3-5 pounds 50 times!!

Personal trainer Diane Catrambone: If your goal is to lose weight, you most definitely need to combine an exercise regimen and nutritional changes into your lifestyle. In so many cases, women begin to exercise for the first time and then think they can eat more of the foods they are used to eating. Not so. Eating foods that have a high nutritional value is so important at this beginning stage. Your muscles are looking for fuel in the forms of high fiber carbohydrates, lean proteins and high quality fats.

In addition, when you begin a strength training regime, muscles will grow and, I know you are probably tired of hearing this, muscles weigh more than fat. So, if you are not watching your fat intake or if you are eating processed food high in sugar, and your muscles are weighing more, you will gain weight.

Best bet. Combine a healthy eating plan with an exercise regime that combines cardiovascular exercise, strength training and flexibility. To lose weight, reduce your calories and increase your activity level to = out to a 4,000 calorie deficit each week. However, many of us find it too difficult to make too many life changes at once. Take your time. Making these changes that will last for a lifetime is a process. Start exercising right away. Increase your water intake. Cut out processed food. Then, take some time to notice what changes your body is making (or not). You'll figure out what you need to do next!