I understand your problem. It's the most common complaint people have regarding exercise. First off, you need to look at your genetic profile. What body shape did your parents have? How about our siblings? Which parent do you take after? How about aunts and uncles? Many people are genetically predispositioned to collect fat in certain places, especially women. This means your body will fight you to maintain a specific size, shape and weight, regardless of your best efforts. This will make it more difficut for you to get in shape, but not impossible.
You don't indicate if you are male or female. If you're a female, then it may be you are collecting fat for childrearing and your hormones are defeating your ability to get into shape. If you're a male, then the fat is a result of your lifestyle/diet combination and you need to start making serious changes in both.
To dispel the swimming comment for a moment. Swimming is NOT the best way to lose weight despite what anybody else will tell you. I was a swim coach for 10 years and worked in a fitness club and never saw anybody lose weight swimming. The reason is because fat makes you more bouyant and therefore, makes it easier for you to swim. To lose weight swimming, you would have to first, be a good swimming, swim the crawl and not the breaststroke and work hard to get your heart rate to your optimum training level. Most people with alot of body fat are bad swimmers and can never get their heart rates beating fast enough to benefit from the training effect.
This is really the key for any weightloss. You need to pick up a heart rate training monitor and start training to your optimum training heart rate. For training, you need to cross train or target train, not just run. The best is to combine weight training and running. You will need to train a minimun of 4-5 times a week consistently for 2-3 weeks before you start to notice any real change. What happens is your body will start to prioritise muscle over fat storage. But beware. If you stop for one month, but continue to diet, your body will think it's starving and try to store up on fat, eating into your new muscle tissue to get it! So once you start, keep at it until you have lost the desired weight, and then taper your exercise down to a maintenance level.
You will also need to change your diet. This doesn't mean eating only salads. It means eating healthier. Also, if you eat after 6pm, eat only light meals. Avoid processed foods and learn to cook your own meals with fresh ingredients. Almost all factory made foods are pure junk for your body. Avoid both diet sodas and normal sodas, as there is a link between obesity and aspartame. So your body could be reacting to that as well. A good trick to break the genetic lock is to change your main carbohydrate source. If your diet is wheat based, change it to being mostly rice based. It seems to trick the body into using and digesting food differently.
As you can see, you are looking at a holistic approach, not just a single solution.
The best results I have ever had are with a personal trainer. I can't recommend them highly enough. There is a reason why every celebrity who wants to be fit uses them. Because they get you training at levels that will make a difference. People tend to be lazy and comfort driven and will stop training just when it's starting to have it's greatest impact. Which means you end up running that extra mile or lift an extra 10 minutes, pushing the muscles more than you usually would. Good luck.