I'd echo what JLLOVETT has said, it's possible that if you were not exercising before starting that you may be building muscle as well. You can be losing fat but not losing weight. You should definitely check other indicators such as measuring parts of your body (waist, arms, etc.) and checking that from month to month.
Also, make sure you weigh yourself at the same time of the day everytime. I prefer right away when I get up because your liver has mostly run out of glycogen and you get an accurate snapshot of what your weight is. As testing, I've found that I lose 5-6 pounds overnight everynight, which is roughly how much glycogen your liver can hold. If you weigh in the morning one day and the night the next, you will be disappointed.
Even if you didn't lose weight at all, you should take pride in the fact that you are exercising. If you keep doing it while watching how much you eat, the pounds will come off eventually.
"If you want to look thin, you hang out with fat people" - Rodney Dangerfield
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