Experts recommend that you exercise for 30 minutes a day, on most days. Most exercises are safe to perform during pregnancy, as long as you exercise with caution and do not overdo it. Your pregnancy exercise regimen should strengthen and condition your muscles. Always begin by warming up for 5 minutes and stretching for 5 minutes. Following your choice of exercise, finish your regimen with 5-10 minutes of gradually slower exercise that ends with gentle stretching.