To lose weight and get in shape you must have a good diet and exercise regularly to burn fat. The first thing you must understand about exercise is that just because you are burning calories does not mean you are burning fat. Your main focus when you exercise should be losing body fat, and you can't lose body fat just from burning calories. When we exercise, our bodies will start burning calories, but the calories that are burned are the calories from carbohydrates in our system. In order to burn calories from your stored fat, your body requires the presence of oxygen. There is a certain amount of oxygen that your body needs in order to start burning fat and the only way for you to measure the amount needed for your own body is to keep up with your target heart rate during exercise. Please understand that if you continue to only burn calories from carbohydrates, you will lose mostly "water weight" which leads to a decrease in your metabolism. Also, think of the calories that are burned from carbohydrates as your energy calories. If you lose too much energy calories then your muscles will not receive enough energy to increase your metabolism which indirectly burn fat. Therefore you must increase your calorie intake when you are on an exercise program to replace your burned energy calories.
Burning Fat Calories during exercise
During aerobic exercise, your body goes through several stages before it reaches the point where you are burning fat. You will hear people say that you are only burning sugar (carbohydrates) not fat during the first 10 minutes of exercise. This is true to a certain extent. I say this because you will continue to burn sugar past the 10 minute mark if you are not working out hard enough for your body to want more oxygen; or you are working out too hard and you can't supply your body with enough oxygen for fat burning. When you exercise you must move at a steady pace (not too fast, not too slow) so your body will utilize your stored fat (not carbohydrates or sugar) as its energy source. Also remember that just because you reached the fat burning stage does not mean you will stay there. Staying at the fat burning stage once again depends on if you are moving at a pace that is right for your body. Make sure that you are within your target heart rate range.
Burning Fat Calories at rest
The only way for you to continue to burn fat calories hours after you have finished working out is through the anaerobic exercise of weight training. Weight training is the key to burning fat at rest. Weight training is an anaerobic activity that will cause you to burn more calories than aerobic exercise. The calories that you are burning during weight training exercises are mostly calories from carbohydrates (meaning you must eat even more calories per day for energy); but the calories you burn at rest are mostly calories from fat. The reason you are burning fat at rest is because weight training increases your metabolism which uses your stored fat as energy.
To make your body the ultimate fat burning machine you must do aerobic (cardio) and anaerobic (weight training) exercises.