You know, for a bit I was worried.  Since I started working out in earnest, I really haven't lost any weight. In fact, I've actually gained a bit of weight.  However, one day (it was awhile ago), I came to the realisation that while I am not, in fact, losing weight that I am losing fat.  Which is really the whole purpose of it all.

Muscle, you see weighs more than fat.  Hence the weight gain.  It was so obvious all along.