Effort

It is possible to do crossfit exercises and not lose weight, not get appreciably more fit. Like anything else in life you will get out of it what you are willing to put into it. To get the best results you need to put your maximum effort into the workouts, you need to do them consistently, you need to do all of the exercises (not skipping the running or the heavy lifting) and you need to eat food that will support your exercise. Inconsistent effort will produce inconsistent results.
If you consume more calories than you expend you will gain weight. If you are hitting the workouts hard you can still lose body fat but the number on the scale will go up. In order to lose weight you must expend more calories than you consume. CrossFit.com recommends the Zone diet for the best athletic performance. I recommend eating a balanced diet, avoiding sugar and processed grains. It helps to measure your food and record exactly what you eat. There a number of great online tools to help you with this. Here are 2 that I have used.
http://www.fitday.com/
http://www.mypyramidtracker.gov/Default.htm