I don't have experience of PCOS but do have endometriosis, so I can relate to how you're probably feeling emotionally right now; to use a cliche, it can be a bit of a rollercoaster being diagnosed with this type of condition.
With regards to weight, with PCOS it's a bit of a vicious cycle. PCOS makes it VERY difficult to lose weight, but weight exacerbates the condition, so it's a bit of a catch-22; losing weight can help alleviate symptoms, but it's very difficult to lose weight. I'm sorry your doctor has been less than sympathetic in this regard; she should understand that not only does PCOS make losing weight hard, but hormones thrown into the mix (in the form of the pill etc) certainly don't help!
Have you been referred for a scan yet? As this should show up any cysts and so help diagnose the condition. I would push for one if you haven't had one, as I personally struggle to see the point of treating symptoms when you do not know the cause. PCOS is likely given your symptoms, but it could equally be a condition like endo, or it could be nothing at all: a scan will give an idea of what is actually going on. If your GP refuses, ask to see someone else and ask them to refer you a) for a scan and b) to a gynaecologist who specialises in PCOS.
The following link may be helpful; it's from the NHS site and details symptoms, treatment, and diagnosis:
http://www.nhs.uk/Conditions/Polycystic-ovarian-syndrome/Pages/Introduction.aspx
Hope that helps x