This is a frequent question, and it has been answered well by several. Basically, the small difference lies in the definitive statement using "will". In other words, it definitely is in the future. On the other hand, "to be going to" does not carry that same quality. "I am going to lose a few pounds" is a wishful statement. If I say "I will lose a few pounds", the intent is more serious. Does any of that make sense?