Well, let me start out by saying good job in starting an exercise program! Keep up the good work! How long have you been exercising? As dswithers mentioned, how is your diet?
You mentioned that you want to lose weight in your legs. Keep in mind you cannot do what is called spot reduce. Meaning, unfortunetly, you cannot pick and choose where you would like to lose weight. Your body has it's own funny way of picking where it would like to store fat. When you lose fat, you lose it all over. Sometimes it seems that you may lose it in some places faster than in others. But there are not certain exercises to target FAT loss in those areas. Sorry, I wish it was different. Trust me!
With that in mind, there are 3 keys to weight loss (in my opinion). 1. Modification of your eating habits 2. Strength training 3. Cardiovascular exercise. Generally speaking, you do cardio for short term, "quick" results. You burn calories while your exercising and maybe an hour or two after exercise. Strength training is for long term maintenance of your weight because it speeds up your metabolism.
I know I kinda got off track, but I think understanding basic exercise guidelines is necessary to avoid getting discouraged. ds is correct in that HIIT is one of THE best ways to burn fat in a reletively short period of time. Running is an excellent way to burn lots of calories and fat. I wouldn't worry about gaining muscle because as I mentioned earlier that will speed up your metabolism (burn more calories even while you are sleeping). However, undestand weight loss is a slow process. 3500 calories need to be cut/burned to lose 1 POUND OF FAT! That is a lot all considered.
In conclusion (and I apologize for the lengthy response), keep up the hard work. If you are doing all the above, you will eventually see results. And remember scales can be deceiving. Perhaps you have lost fat, but gained muslce at the same time!