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If you have never exercised regularly or haven't exercised in a long time, it is very important to start your workout routine conservatively. To avoid pain and injury, women should do less than what they think they can for at least the first few workouts. When you are first beginning an exercise routine, it is much more important to avoid injury and build a solid fitness foundation. See your doctor or a trainer for more information on starting a fitness routine appropriate for your level of fitness.