I just found an interesting article reviewing 16 trials of 724 fibromyalgia patients assigned to different exercise groups. If you're interested, the article is Busch AJ, Barber KAR, Overend TJ, Peloso PMJ, Schachter CL. Exercise for treating fibromyalgia syndrome. Cochrane database of systematic reviews 2002, issue two. The article number: CD003786. DOI: 10.1002/14651858.CD003786.
There were four studies of high enough quality for the review focusing on aerobic training. These showed significant improvements in the exercise group compared with the control group in aerobic performance, tender point pain and pressure threshold, and improvements in pain. However, the exercise protocols were often poorly described, with insufficient information about intensity, duration, frequency and mode of exercise. Also, "adverse events" were also poorly reported. That means they didn't talk about people who had problems with the exercises. There weren't enough good studies about muscle strengthening our flexibility training to draw any conclusions.
I find particularly helpful on article by Kim DuPree Jones Ph.D. and Janice Holt Hoffman, "exercise and chronic pain: opening the therapeutic window," Functional U, volume 4 number one January to February 2006. These two authors are up at Oregon Health Science University, one of the major places in the United States that has been doing great research on fibromyalgia for several years. In other words, these people have actually been working with exercise and fibromyalgia patients for a long time.
The main points in the article are that if you over exercise, you can create more pain. Exercise is important and fibromyalgia, and can make you feel better, but you don't want to do it to the point of increasing pain levels. A lot of people who try to exercise with fibromyalgia may find that it hurts during exercise, but they may also find that muscle soreness happens 24 to 48 hours after exercising.
So how do you get more exercise without the pain? First, have good posture and learn how to relax your muscles. Second, learn how to stretch gently. Third, strengthen your muscles using core muscle balanced techniques, and fourth do aerobic exercises like walking. Do only one step at a time. In other words, start with learning how to stand and sit in good posture and how to relax your muscles. Only after you feel comfortable with that should you go on with learning gentle stretching techniques. When you are trying to strengthen your muscles, keep your movements close to the midline of your body. Don't do overhead repetitions; keep your arms below shoulder level. When you start trying to do aerobic exercising, always do less than you think you can, so you won't end up being sore. Increase very gradually.