Q. I'm 5 feet 5 inches, and last year I weighed 130 pounds. After four months in a high-stress job, I started drinking a bottle of wine each night to relax and gained 20 pounds. After learning that a bottle of wine packs on 780 calories a day, I stopped drinking altogether and started walking four days a week for an hour. But in four weeks, I haven't dropped any weight. How is this possible?

A. "It's great that you've substituted a good behavior for a poor behavior," says Nelda Mercer, R.D., a nutritionist in Ann Arbor, Mich. "But weight loss is a matter of calories in, calories out. You may have replaced calories from wine with other calories." Exercise will certainly help you keep off the weight you lose, but it may not make as great a dent in your initial weight loss as you expect it to. Walking for an hour burns about 400 calories, fewer calories than are contained in a typical muffin or large chocolate chip cookie. "If you're having a cookie every afternoon, that could be wiping out the calories you burn from exercise," Mercer says.

To assess how many calories you're really eating, keep an accurate food and beverage diary for three or four days. "You might not realize how much you're eating until you start writing it down," Mercer says. Also, be patient with yourself. "It took you four months to gain the weight," Mercer says. "You can't expect to lose it overnight."

Instead of focusing on weight loss, pay attention to whether your clothes are getting looser. Because exercise will stimulate storage of energy in your muscles along with water, the scale may not be a good gauge of your progress.