I work at a gym, so no, my husband doesn't get upset if I go there. He knows I go a few times a week to teach, and he watches the kids while I go.
However, I do have to attend dance seminars out of town periodically, and at those times I am often gone all day, or every now and then-for an entire weekend, depending on the location. At first he was apprehensive, but it wasn't out of jealousy. It was out of missing me, and being "bored" while I was away.
But, we talked about it, and he knows that it is important to me. We have a system worked out now, though. When I return from the gym in the evenings that I go (he watches the kids), then I take over with the children-and he throws on his iPod and goes for a run, or goes out to the garage to lift weights himself. We both get our exercise time to ourselves then.
