Your head says it's time to lose a few pounds, but your hand reaches for another cookie. Why is it that even when we want to be good, we end up being so bad? It's a question that nags at us, particularly during this time of year. After the ravages of Halloween, Thanksgiving beckons and then holiday parties. You face one temptation after another, and even though you want to resist, you often feel you can't.

According to the American Psychological Association's annual stress survey, released earlier this week, women are much more likely than men to say they lack the willpower to make lifestyle changes that could improve their health and reduce stress. But when researchers look at what women mean by willpower, it turns out that it's frequently something other than a failure of character. In fact, says Helen Coons, director of the Women's Mental Health Center in Philadelphia, "willpower" is often "a misleading label" for what's actually going on.

When some women say they lack willpower, they really mean they're exhausted—too tired to make the changes they need to make, Coons says. Depression is another saboteur of good intentions; women are twice as likely as men to suffer from this mood disorder. Unrealistic goals also keep many women from putting more effort into becoming healthier. "Because they can't lose 25 pounds before Christmas, they simply shut down," Coons says.

Unreasonable expectations hurt women in other ways as well. Many women think they are being "selfish" if they spend time taking care of themselves when there are so many others—children, aging parents, even co-workers—who are counting on them, Coons says.

How do you turn all that around? Here are five suggestions, just in time for the holidays:

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