I know where you are coming from as I can only lose weight when I exercise! I did go to the gym and oput DD in the creche there which has been great but if you don't feel comfortable doing that some other options are
- to get your DH to look after them for an hour so that you can go out for a jog.
- get up earlier than everyone else and go out or do it once the kids are in bed (provided DH is there to keep on them of course)
- get a couple of dvd's to do at home once the kids are in bed (or in the morning before they get up)
- get a skipping rope and do some skipping in the back yard

That's all I can think of at the moment.