Depo Shot Weight Gain! How can I get it off?

I was on the depo shot from the middle of last year until early April of this year.  During that time I gained about 25 lbs.  I was surprised because I eat pretty well and it's not in my genetics to gain that much weight.  After doing some research I realized that the shot was the culprit.  I then worked on changing my diet to try and make up for the shot (changing to whole grains, smaller portions, no desserts, etc..) But when I still couldn't lose the weight I became frustrated and decided to give up on the shot.  Now that I've stopped taking it I have gained another 7 lbs despite the fact that I have started a pretty intensive daily exercise routine, as well as making sure I'm drinking plenty of water every day.  I cannot figure out what to do to lose this weight!  Does anyone have any suggestions?