I joined a gym, 24 Hour Fitness, and hired a personal trainer to get me started in the right direction.
Walking into the gym the first few times was intimidating. All of the people working out on every machine looked toned and fit. I was embarrassed and felt out of place. I looked like an out of shape fat lady, which I was. I totally get why some people purchase Tony Horton's P90x or other fitness DVD's to work out at home instead.
Even the machines intimidated me at the beginning. I kept thinking that I would turn the wrong knob and would break a machine.
I religiously went to the gym 3 to 4 days per week to work out for 6 months and lost 25 pounds.