Exercise - "No Pain = No Gain"?

I've heard it said that when exercising that "No pain = no gain." If that's true, I should be gaining a lot since exercise, for me, is mostly painful.

I've also heard it said that pain is the body's way of telling you that something is wrong and to do something about it.

I believe that you should not feel pain while exercising, but discomfort (muscle tiredness / soreness, etc.) is acceptable.

So that brings me to what is causing me some concern and is making it difficult for me to exercise like I should:

It hurts when I exercise. Specifically, my chest hurts and sometimes the pain and a numb feeling travels down my left arm. It feels like something is wrong with my heart, but I can't get any answers from the medical folks. I've talked to my MD several times and the only thing they've done is a stress test (hook up a heart monitor thing, take pictures of the heart before and after walking on the treadmill). I've done that dumb test twice in the last 3 years with no problems found. My heart must be really healthy. Actually, one of the problems, I think, is that the so-called exercise (walking on a treadmill) is for a very short time and doesn't really begin to stress me. It's too easy. Sigh ... So, bottom line is that they have found nothing wrong. Yet, I continue to hurt. It hurts doing almost any exercise. I walk around the block = pain.  I ride my bike = pain. I walk with Chloe = pain. The funny thing is that sometimes, after a while, the pain goes away and sometimes, it just gets worse. Most of the time, it builds to a certain level and just stays there until I stop. The other interesting thing is that it always stops hurting when I stop moving. Sometimes it takes a minute or so and sometimes it stops hurting almost immediately. I have noticed that it sometimes stops hurting when I'm riding my bike after about 6-8 miles, but not always. Maybe I just get used to the pain and no longer notice it, but I've tried to monitor that consciously and it doesn't seem that way. I have no idea why and can't see any pattern. The worst pain I've experienced was when I walked up to the bus stop (from my house to 7200 W on 3500 S). It was bad enough that I had to stop a couple of times and let it simmer down before I could continue. I couldn't breathe very well. Still, when I stopped, it stopped.  It may not be my heart although it certainly feels like it is. The pain is centered at the left side of my upper chest and as I mentioned, it often radiates down my left arm. 

So, what are my options?

• Quit exercising
• Keep exercising

I choose to keep exercising and see what happens. I figure if I'm not meant to die now I won't. If I am, then so be it. I'm going to ride my bike; I'm going to go hiking; and I'm going to go walking.  OK, so I won't do a 5K or a marathon.  See, I can compromise.  :)

The worst thing is that it is mentally taxing. It bothers me that it hurts and takes away from doing better and more because no matter what attitude I take externally, I do worry about the pain and wonder if I should stop when it hurts. That's the #1 reason that I don't exercise - worry about the pain.  Said, but true. Still, I do get going some days and I hope that's good enough.