The real issue here is how hard are you working? The method of cardiovascular exercise is not nearly as important as the intensity and duration of the exercise. Sure, the elliptical machine may feel more strenuous then the treadmill. But this is because you have not done the elliptical trainer often enough for your body to adapt to it. Once your body adapts to the motion and intensity of the elliptical trainer, it will feel no more strenuous the treadmill. The fact is, you can make any method of cardiovascular exercise difficult. As long as you are doing it at a high enough intensity and/or a long enough duration to make you feel like you are working somewhere between a six and an eight on a scale of one to ten. This is equivalent to 60% to 80% of your maximum intensity. This is referred to as your Rate of Perceived Exertion (RPE). Another way to determine your target intensity rate is to take 220 minus your age, minus your resting heart rate, times 60%, plus your resting heart rate. Do this same formula with 80% and you have your lower and upper heart rates for your target range. This method is not as reliable as the RPE, but it does take out the subjectivity. Focus on your intensity and the calories will burn.