The diet is the most important thing when losing weight, -even if you do loads of exercise every week -, if your diet isn't properly fixed then you will probably just gain muscle but not burn a lot of fat.
The best way to burn fat, is to do a combination of both aerobic (i.e. running) and anaerobic (i.e. weight lifting) exercise. Doing both types of exercise a few times per week will result in muscle gain and a higher weight loss.
As a side note: many people don't do weight lifting because their worried that they may become excessively bulky and muscular. That will only happen if you either take steroids or weight lift in excess, usually it will just give you a toned look.
Hope that helps, best of luck.