I know exactly how you feel. I went 3 weeks, going running 5 days a week and eating a low-carb diet, which made me feel like a rabbit a lot of the time, just to lose nothing... so out came the biscuits and chocolate! I understand how frustrating it is, to be trying so hard and achieving nothing. The worst part for me, was that I was doing it with a friend who doesn't have PCOS, and she lost nearly half a stone.
gutted. It's hard, but you've just got to keep motivated. The biggest motivation should be that by doing exercise and looking after yourself, despite not making you thinner straight away, will be helping you in the long term defend yourself against diabetes etc. I hope you have better luck x