Your head says it's time to lose a few pounds, but your hand reaches for another cookie. Why is it that even when we want to be good, we end up being so bad? It's a question that nags at us, particularly during this time of year. After the ravages of Halloween, Thanksgiving beckons and then holiday parties. You face one temptation after another, and even though you want to resist, you often feel you can't.

According to the American Psychological Association's annual stress survey, released earlier this week, women are much more likely than men to say they lack the willpower to make lifestyle changes that could improve their health and reduce stress. But when researchers look at what women mean by willpower, it turns out that it's frequently something other than a failure of character. In fact, says Helen Coons, director of the Women's Mental Health Center in Philadelphia, "willpower" is often "a misleading label" for what's actually going on.

When some women say they lack willpower, they really mean they're exhausted—too tired to make the changes they need to make, Coons says. Depression is another saboteur of good intentions; women are twice as likely as men to suffer from this mood disorder. Unrealistic goals also keep many women from putting more effort into becoming healthier. "Because they can't lose 25 pounds before Christmas, they simply shut down," Coons says.

Unreasonable expectations hurt women in other ways as well. Many women think they are being "selfish" if they spend time taking care of themselves when there are so many others—children, aging parents, even co-workers—who are counting on them, Coons says.

How do you turn all that around? Here are five suggestions, just in time for the holidays:

1. Get some rest.
Women are more likely than men to have difficulty falling and staying asleep and are also more likely to feel sleepy in the daytime. The reasons why depend on your stage of life. You could be pregnant, the mother of a baby, or suffering from that menopausal sleep killer, night sweats. Many women suffer from undiagnosed sleep disorders, such as apnea (interrupted breathing during sleep). Apnea is more common in men, but a woman's risk rises after 50. Obesity also increases the chances of having apnea—which creates that proverbial vicious circle. You're overweight, so you don't sleep well; then you're tired, so you don't pay attention to your diet or exercise. Inadequate rest also raises your risk of many chronic conditions, including heart disease.

For some advice on how to get more restful sleep and information about sleep disorders, check out the National Sleep Foundation's page on women and sleep.

2. Treat depression.
Women are more prone to mood disorders like depression or anxiety and often don't get the help they need. When you're feeling low, change seems impossible. Depression also makes it more likely that you will engage in poor health behaviors like overeating or not getting enough exercise. And here's still another reason to seek help: mothers who are depressed put their children at risk for depression, anxiety, and social problems. There are many ways to treat depression, including medication and cognitive-behavioral therapy. According to a research review by the nonprofit Cochrane Collaboration, behavioral therapy—combined with diet and exercise guidance—seems to be a particularly effective way to help people lose weight. Basically, the treatment consists of teaching you ways to think differently about how you deal with difficult situations. This Mayo Clinic site has a good explanation of how it works.