That's right. Exercise more. Also you need fat to burn other fat, and also fat makes you full because of the flavor that it adds to the meal. I know it is kind of ironic to know that fat makes you lose fat but that's the truth.
Are you following a special diet? Something like Paleo diet perhaps?
Well, I am and I couldn't be happier with the results.
http://cooklikeacaveman.com/paleo-cookbook-review/