Your aerobics teacher should always incorporate warm-up and cool-down sessions into the class, before and after, respectively. In addition, stretch slowly and carefully before class, in order to get your muscles used to the idea of the upcoming strenuous activity.

While the aerobics instructor will provide a beat for you to try to meet, don't feel hesitate to go at your own pace. Even if you're not right on, you can still do the exercises; if you keep at it, you'll eventually catch up and be able to meet the instructor's preferred pace.

Wearing the proper shoes is as important for aerobic exercise as it is for any other kind of exercise. Most shoes -- including running shoes and tennis shoes -- simply don't have enough protection; you need something with good cushioning and arch support. Cross trainers generally work well.