Reward yourself...you CAN have it all!
If you are working out and watching your portion sizes, its okay to have that dessert you want..just agree to share it with a loved one. If you are alone, cut it up and put half away for later. Better yet, cut it in thirds.
The same goes for your meal when eating out (or even at home). Think about it, those servings they give you could feed a family! I got a vegetarian pasta dish with portabella mushrooms and sun dried tomatoes and divided it up. I got three and a half meals out of it! If you eat smaller portions, wait 20 min, it WILL hit your stomach and you will be satisfied. Eat slower, savor it, enjoy it.
I read a book once called the Martini Diet. It's not about drinking martini's. It explains that a martini glass is a serving size (a standard one, not those giant one's restaurants are now using). The size of your stomach should not be large enough to fit a full plate of food in it.
Get smaller plates at home. Those large plates make your serving look like 1/7th of a 7 course meal.
Be honest with yourself...promise yourself you are only having a serving. Wait 20 min before dessert and only eat a few bites. I like to suck on a piece of dark chocolate to satisfy my sweet craving after a meal. Once I have done that, I don't need anything else.
If you watch a thin person eat, they really DO eat anything they want, but really pay attention to how much of it they eat. I CAN'T eat more than a serving, my stomach is full fast. That's what eating 4-6 small meals is all about, shrinking your stomach back to normal size so you are full faster.
Take responsibility and gain control of how much you are really eating.