I SWEAR EXERCISE MAKES ME GAIN WEIGHT!!

It's normal to gain a few pounds (like 4 or less) simply because water will be stored in your muscles along with glycogen when you work them.

Beyond that, it's your eating plan. Many people overestimate the calories burned through exercise and then overeat, thinking they're simply replacing the calories they burned in the gym when they are infact exceeding them. The other problem is that many people 'reward' themselves for hard workouts with essentially junk food that they wouldn't dare touch were they not working out.

Could either of those problems apply to your situation?

Exactly what I was going to post. MFP does overestimate calories for certain exercises too. I found I wasn't losing very much one week where I did a lot of swimming which I'd entered as "breaststroke, general". The week after I entered it at "laps, light / moderate effort" (as I wasn't really pushing myself to do the hour's swim) and it came out as less calories burnt, and lo and behold, I lost more weight. Also it didn't *feel* like I'd done nearly 600 calories worth of exercise, 400 felt much more accurate in comparison with the exercises I do at the gym where there are Polar HRMs built within the machines.

Exactly. I know I can not burn during 60 minutes swimming more than 500 kcal!! The same value I burn on Elliptical and there is a big difference. I guess I can burn during swimming about 350 kcal

maybe bone weight =P I am sure exercise burns fat and carbs

I wish I could lose weight by not working out

Um..you can. Weight loss is 90% diet. Lots of people have lost significant amounts without exercise. Exercise will help shape your body and give you better health. If your goal is just to lose a bunch of weight you have no need to work out. If you wish to be muscular/toned/athletic when you reach your goal weight then you will - simple.

I walked with a small bit of running tossed in with arm & ab crunch type movements, every day for 6 weeks (avg. 35 min. each day but some days I would go for an hour) with big plans & very strong self discipline. I finally stopped at the 6 week mark because I was approaching my previous goal weight which took me forever to reach. I was terrified that I would go over & I could see no end in sight.
I was eating very healthy, very little bread or no cereals, fruit & veggies everyday, meat or protein everyday, nuts, advocado, salmon, all healthy. Small portions too, as juicing previously had shrunk my stomach way down. I weighed everyday so I felt accountable everyday, not just on the day I weighed in.
I was so discouraged not only from the scales' numbers but my clothes that I had finally gotten small enough to fit into, had now become very tight & hard to wear.
I've since stopped walking or exercising & just eat small portions & avoid carbs. I'm hovering just below that previous goal weight so I'm terrified about what to do next!?!
I feel pretty hopeless...