When exercising, pay attention to how you feel afterwards. Are your joints sore for longer than two hours? If so, consider revising the intensity and the amount of time that you exercise.
If you haven't exercised in a long time, become aware of the differences between joint pain and muscle pain - the kind you get from unused muscles.
Bronnie Thompson, who has a wonderfully informative and well-written blog entitled Health Skills, has this to say about exercise:
"Exercising during inflammation is actually a very good thing - it reduces inflammation! So contrary to what I was taught as an undergrad all those years ago, it's fine to keep on exercising and doing things that you'd normally do. In fact, it's helpful. But at the same time you're likely to feel fatigued, so it's worthwhile recognizing that and accommodating it by monitoring your overall activity levels so that you're not demanding more from yourself than you can actually sustain."
Do you remember Newton's First Law of Motion? That's the one about a body in motion will tend to stay in motion unless acted upon by an outside force. The outside force? Well, in rheumatoid arthritis, it's actually an inside one.
The paradox, as Bronnie stated, is that although it hurts to move, it's important to keep moving - to maintain some sort of exercise routine, modified to your abilities. If you're uncertain as to what and how much to do, seek professional help.