Using sophisticated methods to measure body composition, Steve Ball of the University of Missouri found participants who attended Weight Watchers for 12 weeks lost an average of 5 percent of their body weight, or about nine pounds, however, a large percentage of the lost weight was lean tissue and not fat.

"Participants' body fat percentage did not improve at all because they lost a much higher percentage than expected of lean tissue," Ball said in a statement. "It is advantageous to keep lean tissue because it is correlated with higher metabolism. Losing lean tissue often slows metabolism."

Although the fitness center group lost very little weight, they probably improved their health because they lost a significant amount of belly fat -- linked to cardiovascular disease.

"These results imply that overweight, sedentary women joining a fitness center with the intent of weight loss or body fat change will likely fail without support and without altering their diets," Ball said in a statement. "Nearly 50 percent of people who start an exercise program will quit within six months."

The findings are published in the Journal of Exercise Physiology.