Now, this situation has led many people to assume that in order to "burn fat" they need to exercise at lower intensities. They're missing the boat. Why? Because while at rest, although a higher percentage of your calories is indeed coming from fat, you are ultimately burning a lower absolute number of calories. At higher intensity exercise, the percentage of calories from fat goes down, true -- but it is a percentage of a significantly higher number.

To illustrate this critical difference, I often ask audiences to picture Ross Perot standing next to me. Then I ask them, "Would you rather have 90 percent of all the money I have in the world, or 3 percent of all the money Mr. Perot over here has?" When they give the obvious answer, I say, "But why? 90 percent is so much higher than 3 percent!"

They get the picture.

So, let's say you're exercising at a fairly low intensity that burns, oh, 100 calories in a half-hour. Let's say that 70 percent of those calories come from fat. Your neighbor, however, is working out much harder, outside the magical "fat burning" zone: She's burning up, say 300 calories in that same half hour, but only 50 percent of those calories are from fat. Now do the math. You're burning a higher percentage of fat, but 70 percent of your 100 calories equals 70 fat calories burned. Your neighbor, on the other hand, is burning a lower percentage of fat, but she has burned up 50 percent of 300 calories, or 150 fat calories, more than twice what you've burned in the same period of time!