What exercise should I do?

I'm trying to lose weight, and I've recently found out that the 45 laps of swimming that I do every night, aren't really going to help me shed kilos. It says everywhere that swimming is not good for weight loss, go figure. I HATE RUNNING, I've tried going for jogs, but I get chest pain, back pain and I get cramps in my legs. I'm going to try yoga, but I wanted to know if there's any other exercise I can do to lose weight?