Diet is the most important thing that will help you lose weight, so you are right on track with that!! I, too, have dogs that enjoy walkies, and I like to listen to things that have a good walking beat to them, almost like dance music. I know there is a couple of threads in a few sections about music, I'll have to see if I can dig some up that have a list. Also, I've started youtubing "dance lists" and things like that to get an idea, and have found some interesting music along the way.
Any exercise is good, so if you start by taking your dog for a walk once a week, then make it twice a week, etc. you'll find yourself exercising without even really realizing that you've added to it.