How does zumba work? Any suggestions from people who's done it/is doing it?

I only have the introduction dvd and im not sure if it'll help me lose weight. I want to lose 40lbs by the end of the summer by using zumba, drinking water/water mixed with crystal light, short walks, cutting out soda and cutting down on juice. Any suggestions on what to eat along with zumba/dieting period? Im also doing taekwondo twice a week and walkin with ankle weights 6-8 hours a day 2-3 days a week. So far, without zumba, i havent lost any weight and have found myself MORE hungry than i was before i started. Help?