What Omega said. )
Another thought is that you may not really need to lose weight, you may just need to shape up (what some people refer to as "toning") what you've got.
I would suggest looking into weight/strength training or
body resistance work. Since you have a
gym to go to, then really investigate lifting
weights. Check out the threads in the Exercise forum, especially the ones by Steve.
Don't be afraid of "bulking up" or anything like that. It's simply not possible to bulk up and get "muscle-y" w/out putting a lot of effort into it. But basic weight lifting will help shape your muscles, and give you that lean, fit look that most people want.
Sometimes it's not about weight, necessarily, but about making the most of what you already have!