Eating Right, Being Active--Why am I GAINING inches??? Hello, everyone--

Over the past couple of months, I've been making an effort to lose weight as I desperately need to do so. I've been eating good food (LOTS of veggies and lean meats) and cut back drastically on things like "regular" pop and fast food. I've been drinking a lot of water, too. In addition to this, I've been trying to be more active by taking long walks & hikes, and working in activity to other parts of my day--parking and walking across the parking lot at the mall, walks during lunch breaks, etc.

However, I am actually GAINING weight!! I'm getting bigger around my stomach and hips, and my face has become very chubby-looking. Yasmin is the only drug I'm taking right now, and my dr. has  already ruled out thyroid problems & diabetes.  And before anyone asks, no, I am NOT pregnant, either!! :) The frustrating thing is the only advice my Dr. can offer is "eat even less, exercise even more".

Does anyone have any ideas?? I'm DESPERATE!!

Summarized question: Why am I gaining weight when I'm active and eat right?