Because insulin regulates the metabolism of carbohydrates and fats by promoting the absorption of glucose from the blood to skeletal muscles and fat tissue and by causing fat to be stored rather than used for energy[1]. Accordingly the body's insulin response has a massive role in weight management, and certain foods invoke a greater insulin response than others.

You're one of those "calories in - calories out" guys, I take it?

[1]http://en.wikipedia.org/wiki/Insulin