Hi,
I'm quite new to this site.
I have been using my wii, and walking a little, alongside my diet, in order to help me lose weight. But I'm so conscious of how much boobs jiggle when I attempt to do any running/jumping that I daren't go to a gym or go for a run because its so embarassing and hurts so much.
What other exercise can I do to get my flab under control before I attempt to start running/going to the gym?

Walking is also. You can make it your goal to run comfortably eventually. Maybe try to run a set amount, like half a mile, every month or so to see how close you are to being able to do it, if it's something you want to pursue. Just remember that the best conditioning for running is to actually run. Time and weight loss isn't going to make a you a runner without actually doing it. BUT, swimming and weights will get you on the right track and will help you lose the pounds.
It really packs everything in!