Sunlion, I have had the same experience re: protein vs. carbs.
Yes, maybe proteins have more fat than carbs, but overall it is total calories that makes you gain or lose weight. It is better to eat an egg or a piece of cheese (with some fat) and be satisfied than to have a couple of fat-free cookies, get hungry in 30 minutes, have a couple more, and a couple more, then a cereal bar, and on and on, etc. because blood sugar levels are all over the place.(This is how I used to snack, and it made me fat!!)
I lost 30 pounds about 3 years ago through lots of exercise (an hour 5 days a week) and a change in diet away from processed foods towards "whole" foods, then another 10 in the last year by upping the exercise intensity, eating more protein and less refined carbs, and adding strength training to my gym routine. It takes a while for your body to stop craving fat and carbs, but now I am at the point where I crave fruit, vegetables and fish, if you can believe it! I still eat potatoes, rice, chocolate, cookies and all that high carb food, but I only want small amount. And I cringe at fast food now, and even most restaurant food (so much salt!). Once you have your body used to "clean" food, you don't even want that other stuff anymore.
Good luck everyone!