Fun activities to burn calories? Well I think you are not really looking for the activities I would bet that there is instead one thing that would make all the difference, socializing.
Whether it is going to a beach and swimming with others, the local pool to swim, joining a running for walking club or heck even going to a club and dancing.
Really when trying to find fun things it is most important to find people. Most people are not just hanging out watching TV when they are out but you may want to steer clear of moviegoers or the bar /b\pub crowd and go out doing active activities with a group.