If you are really out of shape, do mild activities for a prolonged amount of time,
for example, go
for a slow walk
for an hour, rather than a brisk walk
for ten minutes and you will burn more fat that way. The longer you get the aerobic system working for, the more fat you burn.
The more in shape you become, the more aggressive activities you will be able to do while being able to breathe deeply - oxygen is the key to being aerobic and burning fat.