I'm going to an exercise program, and get about 2 hours of intense exercise 4 times a week, I'd like to gain muscle, but I'd also like to get rid of some fat, and I just haven't been able to do it, I'm gaining muscle, but look just as bad, what can I do to change this?

That simple just do more cardio. Adjust your work routine so you spend more time on the treadmill etc... The stepper is the best though if your gym has it.