There's another reason you should expect to improve gradually over time: Research shows that exercisers who set reasonable goals are more likely to stick to their programs. "If you've never run before, and you set the goal of running two miles in one week, you'll probably fail," says Michele Olson, PhD, a researcher at the Human Performance Laboratory at Auburn University in Montgomery, Alabama. Planning to run for five minutes without walking is more realistic. "Set goals you can always win, and you'll be naturally motivated to move forward," says Olson. (See our plan on page 6.) Other winning tips: Track your progress, whether it's in an old-fashioned journal or a new online tracker such as MapMyRun.com. And get support from friends and family. They can keep you accountable to your goals or exercise with you. Having a trainer or coach is also bound to help you stick to your workout on days when you need a little extra push.