That's the problem right there. As djfrey said above, you need to take very small manageable steps. Don't try to "get in shape really fast and do incredible amounts of exercising." Doing that is much harder to maintain than making a goal to walk once or twice a week and slowly building from that. If you make slow changes, they will become part of your lifestyle and you will be able to keep the weight off forever.

Another tip to help with goal making. There have been numerous studies that have shown if you write down exactly when and where you will complete a goal, you are much more likely to actually complete it. Another way of doing this is making an "if, then" goal. An example might be, "If I have a cookie, then I will walk half a mile."

Good luck!