I like to keep fit. Will exercise help the immune system?

Research shows that exercise can help the immune system, though only if you don't do too much.

Moderate intensity workouts (including your weekly keep fit class, or gym workout) may have a positive effect on the immune system thus helping to keep colds and flu away. However, athletes doing intense and regular workouts may be more at risk of infection as these heavy-going workouts are stressful for the body and so cortisol (the stress hormone) levels increase which can impair immune function.

You can read more about the immune system and exercise in my blog 'Should I exercise with a cold?'.