Have you ever heard of a placebo? This is basically a plain pill or sugar pill that does nothing to help solve problems. In this scenario it is the physicians hope that believing you have taken a pill that helps you lose weight will somehow stimulate your mental being and physical body to work harder to lose weight. Seeing is believing right? If you think you might be losing weight with this pill (even if you do not change your diet much) you will be motivated to keep working at it.
I for one believe in the healing power of the placebo. Not the idea of tricking someone in to believing they are getting better but just the mental aspect of seeing results. This is a powerful motivator. Nothing motivates like seeing real results happen. On one side, if you think you are seeing results (losing weight in our example) then this will help you stay motivated to keep trying. On the other hand, a placebo does not deliver the typical physical results we need.