Here is a link to a good journal review article on the subject. Check out figures 5 and 6.
"Lower dietary calcium intakes (as found epidemiologically for obese subjects) can lead to increased concentrations of 1,25-dihydroxyvitamin D and parathyroid hormone, which in turn may increase adipocyte [Ca2+]. These elevated intraadipocyte calcium concentrations might then increase the rate of lipogenesis and inhibit lipolysis, consequently leading to increased adiposity. An increased dietary calcium intake would be proposed to prevent this cascade from developing by keeping the calcitropic hormone concentrations low, therefore lowering [Ca2+] and ultimately the lipid content in adipocytes."
Here is the full article...
http://www.ajcn.org/cgi/content/full/77/2/281