There are a lot of different questions buried in here.

"Cardio" and "fat burn" are part of a continuum within the realm of aerobic exercise--exercise that makes your heart pump more oxygen to your muscles.

The two terms are a bit deceiving because they aren't mutually exclusive. What it means is that at the lower numbers within your Target Heart Rate zone, the energy you're burning is coming primarily from fat stores. As your heart rate climbs into the higher end of your THR zone, the calories you're burning are coming more directly from your most recent meal/fuel source (namely, carbs) because they need to be more quickly accessible, and carbs convert to energy more quickly than stored fat.

You're still doing aerobic exercise at the low end of your THR and the high end of your THR, and you're still benefitting your heart at both ends of your THR zone, so it's all, in that sense "cardio." And you're still burning calories at both ends of that zone, too, so the net result can still be weight loss.

It's sort of like the difference between store-bought convenience foods and cooking from scratch. At the lower pulse rates, your body has the time to dig into the pantry and pull out the ingredients and assemble them into a sit-down dinner, but at the higher rates your body can't wait that long and so grabs the first thing it can get its hand on--say, the frozen burrito nuked in the microwave for three minutes that you can eat while you drive.

That's the best way I've been able to understand the difference. If I'm wrong, I'd be interested in knowing a better way to understand it.

As far as supplements, probably the best overall, long-term thing you can do is to make sure to keep your saturated fat intake down (make sure that no more than 10% of your daily caloric intake comes from saturated-fat calories), make sure that the carbs you're taking in are complex starches rather than simple sugars, and for good measure take a good multivitamin.

It's also really important that you get rid of all trans fats, all food that has "hydrogenated" anywhere in the ingredient list, and all high-fructose corn syrup.

Unless you're vegan or something, you're probably getting enough protein.

After that, you can do your homework on other supplements at your leisure.

To get educated about supplements, the book _Prescription for Nutritional Healing_ by Balch and Balch may interest you: they strike what seems to me to be a reasonable balance between Western and Eastern health and medical traditions.