I had a really hard time when I first started on the treadmill, too. Go for shorter bursts & consider mixing in some other exercise that you enjoy (a DVD, hand weights, pilates, yoga, whatever you like). I was consistent with the cardio 3x/week, and upped my time each week. By mixing in some strength training, you'll continue to get stronger & see faster results on your elliptical/treadmill - plus, if you don't love the cardio workouts (I do not), it is a nice break

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Good luck to you! Keep at it - you WILL see improvements.
Cheryl