The basic problem is that while it's true that exercise burns calories and that you must burn calories to lose weight, exercise has another effect: it can stimulate hunger. That causes us to eat more, which in turn can negate the weight-loss benefits we just accrued. Exercise, in other words, isn't necessarily helping us lose weight. It may even be making it harder.
Whether because exercise makes us hungry or because we want to reward ourselves, many people eat more — and eat more junk food, like doughnuts — after going to the gym. So the solution is:
CLOSE YOUR MOUTH EXCEPT FOR DRINKING WATER!