How do I stop myself from eating way too much?

Every day I go to my grandmothers or my aunt's house, and they always set out ''candy bags'' for me. Hullo, how old am I again? They usually give me chip after chocolate covered pretzel after mint after gummy after caramel, etc. Then there's also ice cream, yogurt, pickles, and chocolate granola bars I'm tempted by. I'm actually underweight, at only 79 pounds, but I want to stop eating when I'm not hungry or because I'm bored. I try to burn off calories on treadmills and other gym equipment, but I get sweaty and tired and give up. Any help? PLEASE? And don't say ''You need to eat all this because you're underweight already'' blahblahblah..