You don't have to try to do it all once. Try introducing one healthy challenge a week.
For this method, I like "Change One"
http://www.amazon.com/Change-One-Di...6972/ref=sr_1_1?ie=UTF8&qid=1289302937&sr=8-1
Often, the thought of changing everything at once is too overwhelming and intimidating. But if you make the goal to only tackle one new change a week, it makes the challenge do-able and sustainable.
On the other hand, for some people, cold turkey is the only way to go.
I personally find that when I workout, I naturally want to eat better and crave "real" food (over junk food.)
Good luck!