Exercise while trying to conceive or other tips?

Hello, My husband and I have been trying to conceive for a few months now. We are trying to be regular with sex and track ovulation dates however like clockwork my cramps start in advance and Aunt Flo always visits on time. I am slightly over weight and wondering if I should start exercising...but don't want to minimize my chances of pregnancy and keep facing another disappointing month. Any suggestions? Or tips on how to conceive/personal experience, I would really appreciate it. I didn't realize it would be so tough to get pregnant!!!!