Hi Jen,
I wonder if this is a trigger for something else from your past? You may want to explore this anxiety.

In the meantime, walking is one of the better exercises. You can do that in any weather, anywhere, at anytime with little equipment (just good walking shoes/sneakers and outerwear for the weather).

Start off small and enjoy your surroundings.

It is even better if you have a walking buddy and there are exercise websites/social media sites where you share your daily exercise accomplishments so you can be accountable as well as seeing progress.
http://www.blogher.com/6-ways-hold-yourself-accountable-fitness-routine
http://www.mapmyfitness.com/
http://www.onlinefitnesslog.com/
http://www.justwalk.com/

Plus there is that home video approach where you can get a yoga or other kinds of exercise DVD and do it at home.

Good luck,
Mark