You're right, we don't have a "magic wand" for you, but it sounds as if you need to change the way you think about things. First, it would help if you stop saying that you are lazy, and instead start telling yourself you are an energetic person who is temporarily lazy. You said it yourself, once you are at the gym you have no problem working out. So you know you can do it.

As Alex suggested, you might listen to Get Around To It or I would also suggest the Belief tape. You can't program physical change without mental programming, in other words, change your attitude and beliefs and you will see results in your physical and mental self. I remember someone tell a story about a yoga teacher who practiced every single day, for hours, no matter what. He said that he simply does what he is inclined to do. He has trained his inclinations, i.e. he made practicing yoga a habit. He made it something he does, part of his lifestyle. If you can train yourself to make working out a habit, then whether you "feel" like it or not you just do it. Obviously, find a sport or exercise that you enjoy. Training takes time, as someone mentioned, so just do a little at a time.

Good luck!