Symptoms of chronic obstructive pulmonary disease (COPD) and high body mass index (BMI) overlap. The investigators are trying to find out if a program proven to help people lose a modest amount of weight and increase their physical activity will improve COPD symptoms for those with a high BMI. The program uses a series of video sessions and self-study handouts focused on healthy eating and increasing physical activity, and encourages participants to monitor their weight, diet, and physical activity for one year. For those who want to, they will be able to work with a health coach to help meet weight and activity goals. We hope that the program will lead to improved exercise tolerance, body weight, dyspnea, generic health-related quality of life, and major cardiovascular risk factors (central obesity by waist circumference, Framingham Risk Score, and blood pressure) through 12 months of follow-up. To be in the study, participants will need to have COPD, high BMI, history of smoking, shortness of breath, and be at least 40 years old.