Symptoms of chronic obstructive pulmonary disease (COPD) and high body mass index (BMI) overlap. The investigators are trying to find out if a program proven to help people lose a modest amount of weight and increase their physical activity will improve COPD symptoms for those with a high BMI. The program uses a series of digital video discs (DVD) sessions focused on healthy eating and physical activity, and encourages participants to monitor their weight, diet, and physical activity for two years. For those who want to, they will be able to work with a health coach to help meet weight and activity goals. We hope that the program will lead to weight loss, better exercise tolerance, and less shortness of breath. To be in the study, participants will need to have COPD, high BMI, history of smoking, shortness of breath, and be at least 40 years old.