Fat Cell Metabolism...?

How long does it take before fats and sugars are stored as fat cells? Is it possible to 'burn' fat and/or sugar before they're stored as fat cells? Say, for example, I eat a slice of cake or something fatty/sugar-y; would it be moot to run a while after in hopes of 'burning' those calories? I know, or at least I think I know, that fats and sugars are stored faster than proteins or carbs or other energy sources. Also, from experience and basic knowlege, I know when you eat fatty/sugar-y foods, you get a little 'jolt' of energy, of course that's usually followed by a slump in enegry... Regardless, would it make sense to have a sugar-y/ fatty snack(such as a cup of yogurt with some fruits mixed in) maybe an 30 min - 60min before cardio exercise for better performance, while simultaneously 'burning' off the calories you ate? Or am I just a silly rabbit...? Thanks in advance:)