It may seem like a bad idea to try to exercise if you are feeling pain, but actually it is important for people with Arthritis because it increases flexibility and strength and can reduce joint pain.  However, if you find regular exercising to be too much for your arthritic joints, you should focus on swimming or water walking.  Water is buoyant so it supports the weight of your body and reduces joint stress: “Being in the water ‘unweights’ your joints, which is really great for people in a lot of pain” declares Patience White, M.D of George Washington University School of Medicine and Health Sciences.  Exercising in water allows you to strengthen and build muscle because it exerts 12 times more resistance than air.  An added bonus for this form of exercise is that you can find heated pools which promote relaxation for your muscles.  Both the shallow end and the deep end are viable options, it simply depends on your preference. Just remember the deeper the water, the more strenuous your workout becomes.