I changed my diet drastically a little over 4 weeks ago. Why have I not lost a pound?

I started a low carb and very low fat diet a little over 4 weeks ago (31 days) and I have not lost a pound. I have increased the intensity of my cardiovascular training and followed my program to the "T". It is so frustrating. I do not consider what I am doing a diet, but a lifestyle change and nothing is happening to keep me motivated. A week after I started this regimen, I started taking Allli Diet Pills. My fat intake is so low, that I did not have any side effects from this drug at all. I gained like 20 lbs in the last year. I am 5'8 180 and I am 40 years old. This is the heaviest I have ever been. I thought I was doing everything right, but apparently something is wrong. By now, I thought at least a couple of pounds would have come off. I have also met with a nutritionist to help me get started, so I covered all of my bases. Needless to say, I have given up an gone back to my old ways today. What is wrong with me? Why is nothing working. My normal weight is 160-165. After I quit smoking a year and half ago the pounds just came on. My lifestyle is very healthy now. Any suggestions?