 This study is being done to examine the safety and feasibility of a supervised progressive exercise program in women diagnosed with metastatic breast cancer. Previous research among women with metastatic breast cancer has shown that some of the treatments commonly used in this population may have an adverse impact on physical fitness levels leading to feelings of fatigue and poor quality of life. Supervised exercise training has been shown to reduce some of these side-effects in women with early-stage breast cancer receiving common cancer treatments. However, it is not known if supervised exercise training is a safe and feasible intervention in women with metastatic breast cancer. This study is designed to find out if supervised exercise training is safe as the patients undergo treatments for metastatic breast cancer. 