I actually disagree with the exercise first. Depending on your weight, walking an average of 3 miles per hour burns approx 250 calories. You need a deficit of 3500 calories to lose ONE pound. That's 14 hours of walking!!!
Ideally, you would add in exercise AND cut back on the amount you are eating. Just an example of sweets; there are 210 calories in a mini Hershey's chocolate bar and about 250 in a glazed donut. So, its a LOT easier to create that deficit of calories with the foods you eat, if you're eating a lot of sweets.
I keep dark chocolate in my freezer. So if I'm really having a craving, I have a small square. Its frozen so it takes a while to melt and since its dark/rich its usually enough to satisfy my craving.