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Fat Burning vs Cardio

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Thanks to my new gym membership I've been trying out the elliptical machine, bikes and treadmills lately.  When you punch in the information about weight and height and do the "weight loss" program pre-set on the machines, I end up walking at a pretty slow pace and don't even break a sweat.  I am trying to lose about 30 pounds.  Should I be ditching the pre-made program and going faster?  

Also, a trainer told me that I shouldn't use the weight machines (like chest press and leg curl etc), only the resistance balls and such.  Is there anyone who knows of counterproductive results from using weight machines or is this their clever way of getting you to sign up for a personal trainer (which I cannot afford)?
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I'm no expert, but I would say that you should be sweating while on the eliptical machine, especially if you feel like you can go faster.  I never use the pre-set programs, because they never seem right to me.  Also, you can adjust the resistance level up or down of any program, so even if you are going slow, you can make your body work harder for it by adjusting the level up.  If you want to lose weight you certainly can use the weight machines.  One issue that some people worry about is that muscle mass makes you heavier (which is true) but having increased muscle mass also raises your resting metabolism, makes you healthier overall and aids in long term weight loss.  You should concentrate on maintaining a higher heart rate while weight lifting though, do mroe reps with less weight and move fairly quickly from one machine to the next, that way you get some cardio benefit as well.  You don't need a personal trainer, just watch what other people are doing, and ask the people around you for suggestions, most people are happy to chat about their workout regimen.
The thing about the 'weight loss' program is its based off of old data about how the body burns fat. You probably want to use the cardio setting, or the interval setting. You gotta work hard to lose that fat!
The rule of thumb on cardio is that you should be breathing too hard to hold a conversation, but not so hard that you go into respiratory arrest. :-)  I never use the pre-sets, just plug my stats (weight, etc) into the manual setting, bump up the incline, and go.

Did the trainer tell you why on earth you shouldn't use weight machines?  I mean, you should definitely get trained on them, but after that you can manage on your own.  Sounds weird to me.
Thanks for the responses - I am glad to hear that I'm somewhat smarter than the treadmill! 

The trainer told me that when you are using your body in everyday life you never use just one muscle, therefore you should not "pump up" any one muscle in particular.  I said that if you use all of the machines, wouldn't that be training all of your muscles?  She said that it is better to do squats and other mysterious exercises (that a trainer could show me) in order to use more of your muscles in conjunction with each other. 
The trainer is really wrong, he is just trying to sell his or her's services.

if your gym is set up properlly you should be able to complete a circuit working each bodypart from largest muscle to smallest muscle. Do two to three sets of 12-15 reps. before your cardio sessions.
You can hurt yourself if you are doing the exercises wrong on the equipment....
I think the point the trainer was trying to get across is that free weights are better and more functional than the weight machines.  The machines isolate muscles to work them in ways that you don't necessarily need in real life.  Free weights, on the other hand, involve the use of muscle groups, because you stabilize yourself, not relying on a machine.  Compound movements mimic things you might do in real life, where you also use muscle groups to move/lift/work/etc.  If you train properly using these exercises, it will be more beneficial for you in the long run, and, provides a more efficient workout.

I understand not being able to afford a trainer, so here is a website with instructions and videos for different exercises:

Check out things like squats, deadlifts, lunges, bench press, pull downs, military press, rows, pull ups, dips.  These are all fairly basic movements that could compile a full body workout, and are not so complicated that you could not learn on your own, if you read up and are observant.

Otherwise, if you do a little more research and are still confused or intimidated by the free weights (I think I was at first!), it may be worth it to spend one hour on a trainer session.  Some gyms offer a "program design" session, and if you know what you are specifically interested in learning you can get exactly what you need from an hour. 
Copied from my post on HIIT

any cardio is going to burn fat.  I think the "fat burning zone" is a bit deceptive because basically you have to workout a long time at a slow pace to burn a large % of your calories to be fat - however if you work out hard and burn more calories a less % may be "fat" but because you burned more calories more of your burned calories are going to be fat.

So for example you work out for 30 minutes in the "fat burning zone" burned 100 calories = 60% are fat so 60 cals of fat burned

Next you work out 30 minutes in the moderate zone 50% are fat cals you burn 125 cal  so now 62.5 are fat = 2.5 more

Now you work in the hard zone 175 cals are burned 40% fat for 70 fat cals +10 over the "fat burning zone"

Of course these are just examples your cal burn will probably be even greater in the higher zones thereby burning more "fat" in the long run. 

Plus like what has been mentioned before HIIT boosts your whole metabolism for a long "afterburn" so for the hours following your workout your body is still burning cals more efficiently
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