The American College of Sports Medicine released an article reporting a study that confirms that exercise can decrease the length of the common cold. Here is an excerpt, and you can find the remaining article here.
Can you prevent a cold through regular exercise? When surveyed, people who exercise on a regular basis report fewer colds than their inactive peers. Several exercise training studies with adults support this belief. In these studies, subjects in the exercise groups walked briskly 35-45 minutes, five days a week, for 12-15 weeks during the winter/spring or fall, while the control groups remained physically inactive. The results were in line with the fitness enthusiasts’ claims—walkers experienced about half the days with cold symptoms of the sedentary controls. Several large population studies have also shown that frequent aerobic activity compared to a sedentary lifestyle predicts fewer sick days during the cold season.