Diet & Exercise vs. Diet Alone
If you diet, without exercising, your body tends to see the lack of calories as famine. As a result, it goes into "starvation mode," becoming super efficient at conserving calories. This means that if you normally burn 2000 calories/day, but you cut your caloric intake to 1500 calories/day, your body goes to work to get along with 1500/day.
If you exercise, and slightly cut calories, the body thinks you are needing to work harder to gather food. Thus, can not cut its metabolic rate because that would make it hard for you to gather food. (The fact that the exercise happens over the roads or in a gym is not understood by the body.) So, your metabolic rate remains at a normal level, and you keep burning the higher number of calories, and actually increase the number you burn by doing the exercise.
This is why the combination of diet and exercise leads to weight loss success and diet alone leads to failure.
One final note, the exercise you do should be vigorous enough to make you breathe heavily, but not so hard that you are gasping for breath. (And this is a mistake that many exercisers, especially beginning exercisers make.) If you walk, walk!, don't stroll. If you have company, walk as fast as the slower person can while being comfortable, and if there's a big pace differerence between the two of you, find a way, like circling back, to keep both of you working appropriately.
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