I don't think it's what you're doing wrong (you're here! and you're working out!! Yay you!!!)
It's what you may not be doing. It may be that your calorie intake is too high/low. (if you aren't using a HRM and you're relying on MFP's calculations, it may be off for your body.) Too high or too low, you calorie intake is key in losing weight. Have you invested in a Heart Rate Monitor yet? I'm looking into getting one so I can acurately count my calories and keep my heart rate in the correct range to lose weight and get healthier.
iluvsparkles, shorerider, and few others can recommend a HRM better than I can...
It's all in the details.

It may be not enough of one thing or too much of another. Best thing is to look over the foods you consume, and make sure you're eating, for example, a true 1/4 cup of nuts and not 1/2 a cup. (huge mistake on my part!! I forget I am not a human measuring cup!) And of course make sure the number of calories you enter as burned is correct. It may be lower of higher.
M