STS and weight loss
Excluding temporary weight gain from water retention, the only way to gain weight is to consume more calories than you burn. Lifting heavy weights will burn calories, it does not add them to your body and thus it is impossible to gain weight from just lifting heavy weights. If you burn more calories than you consume you will lose weight regardless of whatever exercise program you are participating in. Even if you’re a Power Lifter you will lose weight if your calories consumed are less than your TDEE. This is true 100% of the time.
In
"Part A" of Cathe's weight loss article that was just released today she explains how your BMR is important because it accounts for 60% to 70% of calories you burn each day. She further explains the best way to increase your BMR is through heavy weightlifting as this will increase your lean body mass and decrease your Body Fat%. Increased leg size comes from water retention and fat, not lean muscle that takes up one third the space that fat does. Cathe will have an article in two more weeks about weightlifting myths concerning weight gain and loss that will explain things in a lot more detail than I have here.
In your case most of your weight gain is probably water retention. When you begin any new weightlifting program your body will retain water in the beginning. This is because your body’s muscles will temporarily store more glycogen when you start a new program and this attracts more water to your muscles. This is one reason why your muscles swell. After your body adapts to the new program your body will stop storing excess glycogen and the water retention will decrease.
Besides intense exercise, water retention may also come from eating a high sodium diet (Chinese food for example) or your monthly cycle. Water retention also comes from glycogen that is stored in your body. At your peak during the day you have about 1 pound of Glycogen in your body. Glycogen holds onto about 3 times its weight in water. As you deplete your glycogen stores throughout the day your weight will drop as less water will be stored in your muscles. As you replenish your glycogen in your body by eating your water weight will increase. This is a major reason why you are lighter in the morning than in the evening.
Cardio exercise is a better calorie burner in the short term, but it has very little long term affect on calories burned. On the other hand, lifting heavy weights builds lean muscle mass that will continue to burn extra calories all day long even when you're sleeping.
We see a lot of people in our health club that have the same concerns as you do. We have had thirty years of experience helping people just like you reach your fitness goals and we have always found the best solution for a person wanting to lose weight is to combine cardio exercise with a strength training program like
STS. Then all they have to do is consume less calories than they burn.
In business you quite often have to lose money before you make it. You can't panic and quit just because things don't go well the first few weeks. You have to think more long term and have the patience and determination to stick with you business plan. The same is true of a weight loss or exercise program. The fat burning benefits of STS will take some time to take hold. It takes a long time to develop lean muscle mass, but once you do you will transform your body into a fat burning machine.
In your case, it is impossible to have added any significant lean muscle mass to your body in just three weeks. At best you could have only added a few ounces of lean muscle in just such a short time. This only leaves fat and water weight gain (scale error can also come into play) as the reason you gained 5 lbs.
If you embrace and follow a strength training program like STS you will see significant results by the end of the program. You can certainly become thin by just doing cardio, but quite often you will become a thin fat person and as you age this will not only affect your appearance, but also your health. Your BMR will continue to slow down every decade and you will age beyond your years. Developing lean muscle mass will reverse the effects of a decreasing BMR and you will not only look great, but will also be much healthier and happier.
I hope you and everyone reads Cathe's articles on Weight Loss and Myths concerning lifting heavy weight over the next few weeks as they will really help you to understand weight loss better and why you should embrace heavy weights, not fear them.
My diet hasn't changed any since I started this rotation. Before STS, I was doing the monthly rotations with full body cardio circuit training days alternating with all cardio workoouts. My average weekly calorie burn was 3000- 3600 calories, but now its about 2200 max. I averaged out my weight gain to be about .6 lbs per week since I started STS. 
