Myth #1: If I exercise, I can eat whatever I want. Reality: Many people overestimate the number of calories used during exercise. For example, a 175-pound man burns about 140 calories on a 30-minute walk. However, if that same man sits down after his walk and eats an energy bar – which has about 250 calories – he loses the calorie-cutting benefit of exercise, and then some. Remember, to lose weight you need to use more calories than you take in.