Why have I put on weight even though I'm jogging 3 times a week?

I've been jogging three times a week for a couple of months and have put on a couple of kgs. Why? I'm female and have been eating slightly less than normal. I don't seem to be any fatter - looks like I've lost a bit of weight around my stomach and arms but can't tell with my legs (which is where I carry my weight), my is more toned though. Is it a myth that jogging helps you to lose weight? Does jogging (about half hour/five kms) make your legs bigger and more muscular? Should I do another form of exercise given my legs are heavier and prone to become muscular? Help! So annoyed!