You're having a bad day at work and on your way back to your cubicle you pass the vending machine. The box beckons, chock-full of shiny, tasty treats. You'll have just one, you say. You deserve it. You'll satisfy the craving and get it out of your system.

But according to a study, routinely indulging in that fatty snack—whether it's a slice of pie or a milkshake—may open the floodgates and unleash your appetite. Indulging in a calorie-loaded treat may make you hungrier later on than if you'd just eaten an apple.

In the study, published in the Journal of Nutrition, lab rats were fed either a high-fat or low-fat diet for three weeks. When they were given the chance to eat a fatty snack, the animals that were fed the high-fat diet ate 40 percent more of the treat.

Mihai Covasa, an assistant professor of nutritional sciences at Penn State University, says the culprit seems to be a hormone known as cholecystokinin (CCK). This chemical messenger generally hangs out in the small intestine and is released when fat or protein enters the system. Its main message—stop eating!—is relayed to the brain through nerves in the abdomen.

But rats that load up on fat don't seem to get the message. Covasa thinks the same is true of humans. A diet packed with butter, vegetable oils and fatty meat may result in decreased sensitivity to CCK. That is, the message to stop eating may not reach the brain.

Past research from the University of Sheffield in the United Kingdom has shown that people who eat high-fat diets are increasingly less satisfied with what they eat. They report feeling less full and want to eat more.

The study illustrates that what we eat has long-reaching effects, says Covasa: "You have to be aware that if you expose your body to a high-fat diet you might desensitize it to chemicals that help you."

If your diet is high in fat, there are many ways to turn it around. Contrary to fad diets, you don't need to cut out all the carbohydrates. In fact, your body, especially your brain, requires carbs to function.

Instead of shunning carbohydrates, try increasing your lean protein intake to help dampen your appetite. A University of Washington study found that boosting the amount of protein in your diet could help you lose weight by tamping down on hunger. Researchers suggest eating low-fat dairy products, beans, fish and lean meat and chicken will help you feel naturally full.