Trying to lose weight? Make sure you lift weights. Aerobic exercise is great, but if you want to slim down, you need to press some iron as well. Lifting weights builds muscle, which helps you burn calories when you are not exercising. Muscle is more metabolically active than fat, so the more muscle you have, the more calories you will burn. If you try to lose weight through diet and aerobic exercise alone you will lose muscle mass with the fat. This will slow your metabolism down and impede your weight loss. It’s common to hear people say, “I want to lose weight”, but it is fat you want to lose not muscle, so make it easier on yourself by picking up the dumbbells.