"This isn't proven yet," says Dr. Leslie Bernstein, who led the study at the University of Southern California, Los Angeles. "But it can't hurt to be participating in some form of exercise, and it certainly looks like doing four or more hours a week can have a substantial effect on breast cancer risk."

Other studies show very high levels of exercise can affect hormones so strongly that menstruation stops in teens and young women. Bernstein doesn't advocate such strenuous exercise, linked to osteoporosis and other problems.