Losing weight fast is not an ideal thing to do, but then if you're trying to cut down on your pounds, you should remember that you can either focus on intense exercises without cutting your diet or go on a diet without straining yourself. A mixture of both can exhaust you beyond measure and cause muscle burning. There are many exercises that fall under aerobics, and these can help you lose weight. Aerobics are quite intense, but they are very effective. Activities like dancing and cycling also fall under aerobics, and when done regularly these can help you lose weight fast. You can also try jogging, and this is the most proven type.