The whole idea of a VLCD is the huge calorie deficit, working out is a bit of a double edged sword (especially if you only rely on the scales).
By working out you are burning more calories, increasing the calorie deficit, and increasing your metabolism which is good.
You'll also increase your cardiovascular levels, again making you feel better still.
Your body will also change shape, as you build and tone muscle. This can be a downside, if you're purely relying on the scales as your inspiration to your end goal/target.
Muscle is more dense than fat, no brainer there, and as a result you will weigh more. So expect some gains, but your body will have changed shape.
I know I harp on about taking measurements and this is the reason why. They are even more important for people who are exercising as they can keep you on the right path
Oh and photo's too can also keep you inspired to reach your goals!!