What the heck am I doing wrong?

Hello everybody,

I would like to tell you my short(?) story, before explain my problem. I dropped out of P.E. at school at the age of 12 and haven't done anything proper in sports since then. At the age of 20 I was at approx 85 - 90 kg at 185 cm and I was happy with it, I gained a bit until the age of 25, but nothing worth mentioning. However I stopped smoking at that age and in under 6 months I gained approx 25 kg.
Now, this year I was finally fed up with all the picking at me and started exercising. Luckily I work in an environment where quite a lot of fitness buffs work, so I asked around if they could give me some advise on how to start properly. I knew that after 20 years of no exercise, I had to start slowly and so I did. I started on 15 February and weight-in at 124.4 kg.
Now here is what I have done:
- until March 29th I walked at a good pace on the treadmill for 20 mins. and continued on the cross trainer for another 20 mins.
- until April 21st I did 2 x 20 mins on the cross trainer (cross ramp 10, resistance 11, strides/min 110)
On April 21st I received a fitness plan and a proper introduction from a colleague of mine. I said, that I couldn't see any results, my weight hadn't changed and I felt even bigger than before. Ever since that day I have been exercising like a mad man, well, at least I thought I did ;-)

Now, I currently exercise as follows (the following in three repetitions):
Even Days:
- Cross Trainer (cross ramp 4, resistance 12, strides/min 120) [pulse ~130]
- Lat Pull @ 50 kg - 12 reps
- Abs Trainer @ 70 kg - 12 reps
- Leg press @ 90 kg - 12 reps

Odd Days:
- Cross Trainer (cross ramp 4, resistance 12, strides/min 120) [pulse ~130]
- Sit Ups - 12 reps / 3 sets / 1 min break

Weekends are off.
Now, I am not very good in changing many things at once so I decided I gave MFP a try and let it help me keep track of my food. I should mention that I grew up on a farm and there was always(!) meat on the table and salad was ... well I guess you get my point.
Anyway, I tracked what MFP told me and I usually finish a day at 800 - 1000 kcal remaining. However, I come from a Coca Cola addiction and went down from at least 2.5 l per day to approx. 0.5 l per day.

I started this exercise at 124.4 kg with a waist of 122 cm (I don't care much for the rest). As of today I am at 125.3 kg and 117 cm and I only have one question: WTF? Sorry for my foul mouth, but I trained 3 months now and I don't really see corresponding results. I am shocked to say the least.

Feel free to ask as many (silly) questions as possible, I will answer them truthfully, I JUST WANT TO LOOSE AS MUCH AS POSSIBLE!!!! Volume more than weight, to be honest.

Please help?!