Make sure you're getting good vegetarian protein. By the way, how vegetarian are you? Do you avoid only meat, but will eat fowl and fish? Do you avoid those, but will eat eggs and dairy products?
If all you're avoiding is meat, go for the chicken and turkey. If you avoid fowl (birds), opt for fish, especially salmon and tuna.
If you eat eggs and dairy products, do so, but make sure that the cheese, mik, and yogurt are low fat. With the eggs, go for Egg Beaters or other egg substitute, so that you don't eat the yolks. Egg whites are mostly protein, but the yolks are mostly fat/cholesterol.
If you're not able to eat any animal products whatsoever (or even if you do, actually), you can get a lot of great proteins from soybeans and other legumes. Lentils and other beans/peas (legumes), anything with tofu or tempeh, TVP (textured vegetable protein), and other vegetarian sources of protein are essential. Whey protein is from a dairy source, but if you'll eat dairy, can be really good for you.
Also don't forget that you need two to four teaspoons of HEALTHY oil each day in order for your body to be able to process certain nutrients that it needs. The healthy oils are: sunflower, safflower, canola, olive, and... uh... there's one more, which I forget, but it sure as heck isn't butter or margarine. Not getting these healthy oils can actually slow down your weight loss!
Another thing: Make sure that your food is REALLY vegetarian. A lot of foods are vegetarian, but then the cans or boxes are secured with animal-sourced glue. Buying kosher products helps (check out
http://crcweb.org/kosher/consumer/Agency_List.html for how to tell when something is kosher), because the laws of kashrut are so strict: NOTHING which is kosher-dairy is permitted to have any meat or fowl product at all in it, and a kosher company doesn't even process meat and dairy products on the same machinery. Likewise, something which is kosher-pareve isn't allowed to contain even traces of either meat or dairy, though they may contain fish or eggs, but they'll be listed on the label as such. Whether you avoid meat, fowl, fish, or dairy for religious reasons, dietary reasons, ethical reasons, or just for taste, you should be aware of what's
really in your food.