I am a physical therapist. I agree that exercise is of great benefit. Consider a water exercise class. And, for consistent pain, try utilizing ice (not heat!). Apply ice for 10 minutes at a time a few times a day. And, talk with your doctor about anti-inflammatory medication as arthritis is an inflammatory disease.
Have you tried exercise as a treatment for your Arthritis? For osteoarthritis exercise is the number 1 treatment.
I work for a marketing company that is actually working with the Arthritis Foundation and the Ad council to make OA sufferers more aware that staying active is the best way to prevent/treat OA associated joint pain.