While browsing the forum, I found a post that discussed skipping exercises and the conclusion is that there isn't a way to do this.
I'm really disappointed by the lack of such a feature. A long time ago we got EA Active for the Wii and were excited to use it. We used it one time, and within minutes my wife tried to do a lunge and practically collapsed because it was too much for her previously injured knee. We haven't played it since.
We were excited about this game. We need a way to skip particular exercises, though. I understand the purpose of going through the required exercises, but some people literally cannot do them all. For these people, the game becomes almost completely worthless, whereas the ability to skip a particular exercise would allow the game to offer beneficial workouts in other areas.