I would say that the shakes on sole source are giving you the vitamins and nutrients that your body needs, rather than the calorie content - because it gets all of the calories it needs to function from the stored fat. So, whilst you are technically going into minus calories, on SS you do every day anyway. So for example, we need a certain amount of calories to live, breathe etc, so once the 450 that we take in on SS get used up we start using up other available sources from our body (i.e Ketosis), so we are actually getting our full quota, it just comes out of the reserves.
Mind you, I'm not a counsellor, thats just what my idea of the whole thing is. I'd say that moderate exercise definitely improves the loss and more importantly tones you as you go along your weight loss journey, but try to keep exercising fun, as some people can become addicted (I think theres a form of anorexia where the sufferers obsessively exercise as another way of controlling their body).