[SomethingClever]

As an addendum to my post, try to think of your activity of choice in the same terms as Poker.

That is, make it a challenge. If you pick, say, basketball, you'll probably get your ass handed to you for the first couple weeks. But try to work on your game, and make it a point of pride to improve. Just like poker.

If you become competitive in a healthy, excercise-like activity, the weight-loss will come naturally.

Also, take lowroller's advice: Start slowly, but once you're comfortable, always push yourself.