What I have been told as far as the reason for men not having cellulite is that for men, fat is mixed in with their muscle (to an extent of course), and for women, the fat is basically a layer on top of the muscle.
I have cellulite and I have yet to get rid of it even though I've been trying. I work out at the gym for about an hour 5 days a week. The key to losing cellulite is to lower your total body fat, so eat less or eat healthier and do more cardio. If you ever get rid of all of it, let me know how!