Diet, Exercise, Meds. Many women with pcos gain weight or find it hard to lose. Moderately low carb diets (south beach, weight watchers), complex carbs instead of simple: brown rice, whole wheat bread/pasta, less sugars, more protein, can help, as well as portion control. Exercise - do weights and cardio at least 3 x a week: weights increase muscle mass, burns more calories. Some lose weight on metformin treatment.