Why can't I lose weight?

I am one of those people who just has to take a one look at a tiny morsel of cream cake ... and WHAM! I put on 10 pounds. I have tried dieting before, but then what happens is I get really light-headed and weak and I don't lose one single pound - it's like my body runs out of energy but just plain refuses to burn the fat. It's really depressing. Why does that happen?