Because exercise helps use up oxygen, it causes your body to burn stored fat and helps you maintain a normal weight. For instance, if you walk 4 miles a day four times a week, you can burn about 1,600 calories or nearly half a pound a week. If you don't change your diet at all and keep walking the same distance over 6 months, you'll lose 12 pounds. Walk the same distance for a year and you'll drop 24 pounds.