Hello, to a fellow PCOS sufferer. I was very frustrated when I was first diagnosed, because all my gyne told me was that weight loss would help control my symptoms. He didn't tell me anything more helpful than that, and so for 8 years after my diagnosis I didn't know that the simply "Eat less, move more" formula wasn't *quite* right for me.
Through my SIL, who also has it, I found out that part of the endocrine imbalance that comes with PCOS is problems metabolizing carbohydrates. My own research in medical texts and grilling some doctors I work with has borne this out. Essentially, women with PCOS don't use carbs for energy. We turn them straight to fat, and never get the energy from them. So we stay hungry and tired, leading us to eat more.
I am not a doctor, and I don't know you, but anecdotally I can tell you that the only time my SIL and I can lose weight is on a low carb diet. I do especially well with some variation on a primal (not quite as restrictive as paleo) diet. If you want to try low carb, I definitely recommend the Atkins program to start with because it's so simple, maybe then transitioning to something less restrictive like South Beach. If you are interested in primal, I like to read Mark's Daily Apple.