I read something about this on RealAge.com recently, actually. One of the suggested exercises was "chair crunches" while you work. Just lift your feet off the floor and bring your legs toward your chest.
I also try to "fidget" while I'm at my desk. I'm lucky enough to be able to play music whenever I like, and I just sort of bounce my legs to it, tighten my buns in an alternating rhythm, and just generally chair-dance. It sounds funny, but it really does serve to burn some extra calories!