@jespah,
A couple other things to add about exercise.
Sure it may literally take 3 hours of walking to burn off a big mac, but of course we're all aware that muscle weighs more than fat, so over time you may actually not gain or lose, but will be thinner. In addition, the effects of exercise last past the actual movement phase, and we're burning more calories for awhile after we stop exercising.
In addtion, after that walk, your mood may be better, you feel more positive about your goal, so choose not to eat that big mac and eat a little less of something else that has more oomph for you.