JD's got it right. Exercise gets your sympathetic system going and then you get the endorphin hit--both enhance the body's ability to fight off the bugs.
I have three kids in school and I get sick less often than the single folks I work with. Of course, coworkers think it's funny when I arrive in my balaclava, tights, and wool jersey, puffing steam from the 12-mile ride. But at least I don't need 3 cups of coffee to get me awake when I get to work

And they're all on diets. What's up with that?