I've been ttc for 5 years now. Since we've been have problems my doctor told me not to exercise. I am very athletic, and was told not to run, and exercise. Im fairly thin and i gained 15 lbs in the last year, per doc orders:) so if you are having problems ttc i would definaltey ask you RE or OB
I don't think exercise will hurt your chances of getting pregnant - if anything, it will help. Once you get pregnant you might want to talk to your OB about how much is too much.