Discuss Aaron M's answer to: I heard that you if you do weight training you can ...

When you do weight training you (1) break down your muscles and allow them to mend, slightly stronger and bigger, and (2) burn calories doing exercise. Both of these will help you lose weight, since losing weight is simply a matter of using up more calories than you take in - and thus forcing your body to make up the difference by burning fat.

When you break down your muscles, your body has to repair them - taking energy and calories. Also, bigger muscles have a higher resting metabolic rate, so you burn more calories just sittin' around.

Also, you're doing exercise. That exercise can burn a lot of calories, especially if you're doing full body exercises (squats, bench presses, deadlifts, power cleans, etc.).  Those will burn a ton of calories, while doing just bicep curls won't burn many.

Check out this article about lifting weights to lose weight for a more in-depth analysis and answer.

Cheers,
Aaron