Hi Carol
As well as suffering from PCOS, I also have to deal with type 2 diabetes and yes I can sympathise with you with regards trying to lose the weight.
Because of the diabetes, I have to include carbs in my diet, but it is "refined" carbs which I eat, i.e., brown rice, wholemeal pasta, bread and instead of potatos I tend to use Sweet potatos instead. Refined carbs don't have as much starch as their white counterparts and because they break down and release their sugar slowly, I feel fuller for longer and my body is able to cope with regards producing insulin. So far my diabetes is diet controlled only and I'm still losing weight so it can be done!
I tend to stick to green days and use my HE'bs to cover protein, i.e., chicken in curry, mince in spag bol, etc.. I also use one of my HE'b to cover me for breakfast, ie., mini weetabix with yohgurt instead of milk - can't stand soggy cereal and it tastes great or I have porridge. As I don't eat a lot of bread, I don't really miss it.
Although I tend to focus mainly on my diabetes with regards to my diet which is a result of my weight gain due to PCOS (talk about vicious circle), I must admit that since I switched over to "refined" carbs, I have noticed a difference in my PCOS related problems too. It really is a case of trial and error and finding out what suits you best.
Hang in there and don't give up! Good luck for your future weight loss!