This article is from the Aerobics Fitness FAQ, by firstname.lastname@example.org (Robles) with numerous contributions by others.
Some number of people experience reactions to exercise,
ranging from uticaria, a harmless red blotchiness on the neck,
face, or arms, to exercise induced asthma or bronchospasm,
Exercise-induced asthma (EIA) is most likely to strike
individuals exercising in cold, dusty, or excessively humid
environments, and can range in severity from mild coughing to
severe discomfort. Individuals who suspect that they
have exercise-induced asthma are encouraged to seek medical
attention to rule out other possibilities, and to ensure the
best possible treatment for their condition.
General recommendations for persons with EIA include an extended
warm-up, avoidance of cold, dusty, or extremely humid environments
for exercise, pursed-lip breathing, and keeping an inhaler handy
for use during exercise (if recommended by physician).
While very rare, it is possible for someone to have an allergic
reaction to exercise, called exercise-induced anaphylaxis. This is
a life-threatening situation, and requires immediate medical
attention. People prone to EIA can, at the advice of their
physician, carry a bee-sting kit to use in such situations.
Any person suspecting that they are prone to EIA should consult
with their physician before resuming exercise.