Physical exercise is becoming an accepted part of therapy for many patients with cancer. Exercise may alleviate patients' fatigue and improve physical performance and psychological outlook. Much of the research is limited to women with breast cancer and excludes patients with bone metastases. This article reports on the authors' work in facilitating exercise adherence for patients with multiple myeloma (MM) and bone lesions while they were enrolled in a feasibility/pilot exercise study as they were receiving treatment for their disease in an outpatient treatment program. The exercise program for these patients receiving high-dose chemotherapy and stem cell transplantation consisted of aerobic and strength-building components. The program was home based, and patients performed exercises without direct supervision. On average, the patients completed the six-month exercise prescription 75% of the time. Overall trends showed that all 14 patients in the exercise group improved in several areas of testing, and the test results of all 10 patients in the usual-care group declined. Flexibility and simplicity are essential when designing exercise programs for patients, and encouragement and support also are needed to help patients adhere to prescribed exercise.