It is true that high-intensity activities, like running, burn more fat in one minute than one minute of low-intensity activities, like walking. Nevertheless, walking a mile burns more fat than running a mile! How can both these statements be true? It all depends on whether you are comparing units of time, or you are comparing units of distance. Measured in equivalent units of TIME, you burn more overall energy and thus more fat per minute running than walking, even though a greater percentage of that energy is coming from muscle glycogen when you run. However, given the same body weight, equal DISTANCES traversed will burn the same amount of overall energy because they involve the same amount of work, regardless of the length of time spent performing the activity. Work (calories) = Force (body weight) x Distance. One can easily match the total amount of calories burned from running simply by walking the same distance. And, since virtually everyone can walk farther than they can run, they can burn more total calories when they walk, with a higher percentage of those calories coming from fat rather than from glycogen! For example, I can burn 1000 calories from fat by walking 10 miles. Can you sprint 10 miles? Even if you could, significantly fewer of your burned calories would come from fat. Thus, to favorably affect changes in your body composition, the percentage of the type of fuel burned, fat or glycogen, is no less important than the total amount of calories burned.  Additionally, since a significant amount of glycogen is burned during high-intensity activity, this temporarily lowers lean body mass. Sprinters and other athletes who train anaerobically (weight lifting) replenish glycogen on their rest and recovery days when they eat a maintenance amount of calories or more. But, a maintenance caloric intake is contrary to the calorie restriction necessary to lose body fat. On the other hand, if calorie intake remains restricted on rest and recovery days, full muscle replenishment of glycogen, water and mineral compounds like creatine phosphate are diminished, with a net loss of lean body mass. High-intensity activity becomes more and more difficult to execute in this glycogen-depleted state, thereby reducing training ability. Without fully replenished energy storage, high-intensity training progress gradually grinds to a halt! To counter the argument that high-intensity activities cause loss of lean body mass while dieting, high-intensity advocates point to studies showing that muscle is not lost during high-intensity activities, even during moderate calorie restriction. This may be true regarding the protein component of muscle, but protein only makes up 20% of a muscle. What about the other 80% of the muscle? Water, glycogen and mineral compounds in muscle are affected by high intensity activity, which in turn affects one's lean body mass level. This can add up to a significant amount of lost weight, but none of it is body fat! This effect is similar to the temporary weight loss on a crash diet, which is water from muscle. Bodyweight may be reduced, but improvement in body fat percentages are minimized when lean body mass is lost.  High-intensity advocates also note that muscle atrophy occurs if high-intensity training is omitted over long periods...the use-it-or-lose-it principle. However, to avoid muscle atrophy while on an extended reduced-calorie low-intensity program, one simply needs to periodically increase calorie intake and switch to an anaerobic routine for awhile. Checking changes in lean body mass and body fat levels is the best guide to determine when to alternate training intensity in this manner. Sprinters and most other athletes do not train exclusively with all-out effort. A good deal of volume training is performed at lower intensity levels in order to increase their aerobic capacity. This burns a greater percentage of fat aerobically for fuel, thus contributing to any body fat loss. However, if one intends to burn maximum calories from body fat, and reduce body fat levels in the shortest period of time without lean body mass loss, one is better off keeping activity intensity levels within a comfortably low range while reducing caloric intake. Like the tortoise and the hare, slow and steady activity gets you to your goal faster!

This is an excerpt from a question and answer session with Ron Brown the author of the "Body Fat Guide" He is a fitness trainer that is unequalled in my opinion.  His book teaches you how to lose fat while perserving lean body mass. I personally use a heart rate monitor to keep my heart within a fat burning or cardio building zone when I exercise. By using this technique, you're able to pinpoint your goals accurately.  Ron's info teaches you how to simply calculate your fat/lean body mass!  Click on the link below and go down to the middle of the page and click on the (1st interview) to see and hear how eating proper fats are critical.

http://www.bodyfatguide.com/measurefat.html

Ron Brown makes more sense than anything I've ever seen on weight management.  His site is extremely helpful for those that wish to lose weight and keep it off.  He provides an incredible amount of free information on his site and I can't wait to read and use his book. Here is a good example, when you alternate days of fat burning workouts as in walking or any other fat burning exercise and alternating with days that you lift weights to build muscle, eat less on the days you walk and more on the days you lift.  This will cause you to burn more fat and build muscle more efficientley.  The best thing about weight lifting is that it also burns fat while you sleep and builds stronger bones that helps prevent osteoporosis. Click on the link below and enjoy! (Remember, I get "0" compensation for referring you to any info that I have researched and have found personally helpful)

http://www.bodyfatguide.com/