Whilst i'm merrilly lol'ing at this thread, makanouchi is right H_J. You gotta want it, to do it. Any exercise done at your desk, will need to be intense enough to make a difference. And if it is, how do you feel about getting all sweaty at your workdesk? Do you work from home? if so, you certainly don't need to be at your desk to exercise, so don't use that as an excuse dude.
If you work for a company, i would pretty much think a pedalling machine would be out of the question.
A brisk walk if you're out of shape will help drop lbs in the first instance. Possbily enough of a difference to give you the will power to go further into doing deliberate exercise in the right environment, i.e. NOT at a desk
Give us some options that your willing to compromise on, ie; move away from the desk, free up some money somehow for gym membership or training equipment. (rubber bands etc)