This is right on the money, which I had to pay a professional nutritionist to discover. "If you are hungry, then something is wrong. It's not just that being hungry is no fun, but if you are hungry, you body is going to start burning the wrong kind of proteins. And you will not lose weight nor will you gain muscle mass," she explained.
But, it matters what you eat. Refined sugars, not good. Blah, blah. You know the drill. But, for those between meal snacks, she had only one word: almonds. Dry roasted, low salt (not no salt, unless you just want to punish yourself). A touch of hunger? Have a small handful. And, I hear there is an almond gut right now, too.
Calorie counting is the way to go for the first six month. You have to educate yourself. The web is a wonderful tool in this regard. In the US, I used "caloriecount" at About.com. (It's hard to find, but it's still there--I just checked.)