You know, the first round I did was so easy. I was able to stick to the protocol with grace and ease and quickly and effectively take the weight off. This round has been a grind! I'm sure a great deal of the challenge has to do with being put through the wringer emotionally. When you're emotionally struggling, it's much harder to remove an emotional crutch, such comfort food.
I am finding that a solid workout does a great deal to help with the depression and emotional challenges. It doesn't have to be a huge, strenuous workout (and if you're in Phase 2 - VLCD, don't start a strenuous workout), even a walk around the block can help release endorphins and raise a low mood.
Before children, I'd use walking as a way to raise my mood. There's nothing like a long, brisk walk to help you process a down mood or negative emotions. (Once I had children, it was a bit more challenging, but I still work out in some way regularly.)
Currently, I'm in P2, and going to boot camp three days a week (my goal is to not lose muscle, always a concern on low calories). I'm also starting to add more cardio to my workouts. The more I can get my body moving, the better. Keep in mind, however, that I'm fairly athletic to begin with, even with the extra weight I'm carrying around. If you're not working out to begin with, try adding a 15 minute walk around the block at an easy stroll to begin with, and work up from there. It'll help with cravings!