When trying to lose weight, the worst thing to do is avoid all fat. Eating the right variety of fats will help you feel full and boost absorption of nutrients such as vitamins A, D and E. You must, however, avoid hydrogenated and trans fats that lurk in processed foods. Try olives, extra virgin olive oil, almonds, avocados, salmon, walnuts, anchovies, flax seeds, hemp seeds, grass-fed butter, and virgin coconut oil.