French! Avoir beau + 'inf'

This is a phrase not even I can explain. I suppose that I will be able to add it to my passive vocabulary, yet using it when speaking will be a tough nut to crack. Here, an example:

Elle a beau faire de l'exercice, elle ne perde pas du poids.

The English translation goes: 'Even though she exercises she does not lose weight.' 

This may evoke the subjunctive – yes, it can be replaced with subjunctive (though I am not really sure if it actually helps anyone).

Bien qu'elle fasse de l'exercice, elle ne perde pas du poids.

The phrase gets even scarier in other tenses.

J'ai beau avoir pratiqué cette chanson, je me suis trompée plusieurs fois.