You exercise lots and you are still over weight what does this mean?

Ultimately, if you gain weight, it means you take in more calories than your burn off. It could be that what you consider exercise is not be rigorous enough to burn fat (sweating doesn't mean you are burning fat) or that your workouts are too short to burn fat (20 minute minimum on the treadmill, for example), or maybe you eat/drink too much of the wrong things at the wrong times...etc.