although it is correct it is misleading. At initial start up yes. but you must look at it as aroebic verses anaroebic to get a better picture and over time... ie. 3 months the anaroebic will add up to more fat burn than the aroebic. In aroebic, ie 1/2 hour jog 3x per week, each workout will burn less calories because your body tries to become more efficient at the task. Also, after the jog, your body reverts back almost immediately to normal metabolism.
In anaerobic, such as intervals (sprints) or weight lifting for (a 1/2 hour 3x per week), your body does burn whats in the muscles first (a supply of 30 seconds to 2 minutes worth of glycogen) but, once the task is complete your body then starts using the fats in the blood to replace the glycogen and then the fats in the body to replace that in the blood. So during actual anaroebic excercise you burn way less fat than aroebic excercise.
BUT, After anaroebic excercise your metabolism remains reved up for 12 to 48 hours afterwards. Soooo, after 3 months your metabolism has been higher longer for the same amount of workouts and once compounded adds up to more fat burned. (Obviously, in sprints and weight training I mean giving it all you got every time your doing the excercise, otherwards why put out the effort at all. Doing these half heartedly and standing by the water cooler talking with your bud doesn't count as part of the 1/2 hour, keep it real!)
So, if you are talking a one time 1/2 hour workout, the jog will win for calories burned. But if we're talking over time then the sprints and strength training definately takes the cake!
I hope this answers your question.
Remember though, jogging is still excellent excercise and great for the heart and respiratory systems so involving some endurance type excercises such as jogging, swimming, cycling, etc. with intervals and strength training will give you well rounded fitness for health. Also, for excercise to be truely effective, diet also has to be taken into consideration. For some excellent information on diet concerns, I would recommend reading the stickies in the diet and nutrition forum. They are well written and easy to "digest".

Cheers