I have found the fat calories increasing when I have tried to increase my protein intake as well. Nice to know others have seen this issue. I have resorted to eating alot of fish until I come up with more good protein sources that have little to no fat. I am targeting the same 30/30/40 balance as KrissyTaps. I just don't get as hungry when I keep my carbs to 40%...sounds odd but it is true.
The best discussion I have found on nutrient balance, and how we are all different, is included in Jillian Michaels' books, "Winning By Losing" and "Making the Cut" (written for those trying to get rid of the last 10-20 lbs). She calls it oxidation. I am sure you could find her books at the library for a quick read of that topic.
Michael Thurmond's "6 Week Body Makeover" seems to be based on the same thing, although his material doesn't explain it as well--just uses it to "customize" your eating plan...and the approach works (in my experience). The South Beach is based on balancing nutrients also, only it targets a specific balance, instead of discussing the different approaches. It works well for those whose bodies like that specific balance of nutrients.
Seems this nutrient balance thing is where we all vary, and could easily be the reason some plans work for us and others don't.