hmmm it can take a while, don't give it up, i would imagine you would start seeing results soon.
also its great that you are exercising as that will start to turn fat into muscle so although you may not be losing lots of weight, this is because muscle weighs a bit more than fat so you may be smaller and more toned but not necessarily weigh any less. and the more you exercise the faster your metabolism will be which will burn more calories.
the thing that works for me most is calorie counting, i don't not eat certain foods, ie bread or fat, i eat anything but in moderation. calorie counting is a bit painstaking at first but you soon get used to it. i keep like a food diary on my blackberry and try not to go above about 1700 cals a day. and at the moment i am at my optimum weight so i have weekends "off" and just eat whatever i want. but i would say if you want to lose weight quite quickly go for 1500 calories a day until you have lost what you want to lose.
i tend to go for low GI stuff which basically means food that fills you up for longer so you're not going round starving all the time. a typical day for me would be (calories are approx btw) :
breakfast-wholemeal toast with peanut butter (2 slice) =400 calories
mid morning-apple =50 cals
lunch- 1 egg on wholemeal toast = 250 cals
mid afternoon-banana = 100 cals
evening meal-grilled chicken, savoury rice and veg with a bit of cheese mixed in the rice (feta is good) = 550 cals
then you'd have "enough" calories left for a snack like a small bar of chocolate or something, say a bag of maltesers which are about 200 cals so your total intake for the day would be like 1550 calories.
also remember that our bodies need some fat in our diets so don't cut it out entirely but try and go for "good" fats such as avocado, nuts, olive oil etc, google "good fats" for more ideas.