Lynn,
I know how you feel. I recently spent 6 weeks (working out EVERY NIGHT) at the gym and watching what I ate and gained a pound (and I have about 30 to lose). Some people said I was gaining muscle, but I had a hard time with that -- I mean, it just didn't make much sense that with what I have to lose my body would start packing on muscle while simultaneously hoarding fat.
But, also, I have a lot of other things I'm trying to accomplish in my life at the same time. So I finaly decided to call in the experts. I had a LA Weight Loss membership/program already paid for that I wasn't using. I added to that the services of a personal trainer twice a week (not as expensive as you might think if you already have a gym membership).
Now, I don't worry or obsess about which thing it was I ate or if my heart rate was high enough on the bike. I let Amber the trainer and the girls at LAWL worry about that. And my weight loss has progressed significantly since I started doing this close to two weeks ago. Time will tell how it continues.
I just found that I could second-guess myself to death about why it wasn't working, or get advice from all my friends, none of who have any more sense than me. I was getting frustrated. So if you get frustrated, too, consider calling in the experts and let them duke it out!
Jen