You will find that you have to modify your style of pregnancy exercise as your pregnancy progresses. It is essential that you pay close attention to any pains or discomfort during pregnancy exercise and seek medical help if you are at all concerned about the way that you are feeling during or after an exercise session. You should always avoid any sport or pregnancy exercise that is likely to result in a fall such as horseback riding, skating, and water-skiing. Cycling is also not recommended as a form of exercise once you enter your second trimester. You will probably want to avoid any pregnancy exercise that involves lying on your back for long periods of time once you reach the second trimester too.