Yes, dancing is a good excercise and you can continue that. Along with that you also need to follow a strict diet.
Have a high protein and low carbohydrate diet.
Drink lots of water.
Have 2 cups of green tea in a day.
Avoid processed foods and junk foods.
Avoid oily foods.
Try to walk as much as you can rather than taking vehicles.
Rather than having 3 meals, break that same amount of food into 5 smaller meals and have at a regular interval.
Don't sleep immediately after food.
Let there be atleast 3-4 hours gap before you sleep.
Seek treatment of PCOD from a gynaecologist and you will be fine.
All the best.