I believe I have said this before, but it is EXTREMELY hard to loose weight with PCOS - If you google it you can still tons of threads of women going through this same battle. My doctor told me to do really low carb diet - I don't eat any
breads, rice etc. I get my "needed carbs" from fruit and certain veggies (stay away from potatoes as well). The low carb diet is recommended with PCOS because you usually have insulin resistance - which makes carbs your worst
enemy. I lost 9 lbs in a little over 3 weeks on South Beach Diet. I don't weight myself, so I can't tell you how much more I have lost, but I definately feel a lot better.
Also exercise - my doctor recommended 5x a week.
Hope this helps :)