I do similar, and try to do one session on say super legs/super pump etc a day three times a week. When I started, I was doing two sessions a day, every day. It actually caused my losses to slow as I was gaining muscle far quicker than I would have liked.
Whilst doing any exercise, it's vital to ensure that you drink lots of water which will re-hydrate you through any water lost to exercise.
On my inbetween days, I do half an hour of Pilates. If interested, try Winsor Pilates, there are several DVDs and a special offer on a toning circle at the moment.
I'm about to start on a course of a new exercise called Hypoxi, basically it is an exercise bike which holds the lower body in a vacuum, and alters the pressure to keep the blood circulation at its peak in the lower body. Apparently it aids fat loss in the target area (anything around a dress size in fat loss over the four week programme). I'm starting in a fortnight, and although it is expensive at several hundred pounds for the package, if it works then it'll be worth it. If you look into the science of Fat burning, it works well (can also reduce cellulite by as much as 40% over the sessions).
Hopefully this coupled with the diet will have me at my ideal shape as soon as possible.