Does anyone know how to exercise and lose weight with RA?

I am frustrated!  I was a very fit and healthy young woman before the birth of my daughter.  So first you have the weight you gain with the pregnancy. That, I actually did well and gained the recommended amount.  The funny thing is I lost all but 10 of those pounds by the time she was two months old.  Then my body turned against me with RA which stopped exercise. I was basically limping for several months.  Then you add the lovely steroids that make you blow up like a balloon! So I gained alot of it back.  There was a point in my treatment in which I actulally felt well enough to try one of my old exercise videos.  Great idea!  I had to go see my rheumatologist to get my knee drained -again and a cortisone shot-again.  He said I over did it with exercise.  How do you know how much is too much?  What is safe to do?  I try to at least walk around the neighborhood, if for nothing else to get my daughter and I out of the house.  My knee stays swollen and sore so I don't know what is over doing it.  Not to mention the rest of my body that hurts so that I can barely move for the first few hours upon waking.  As if it isn't bad enough to have RA, not be able to be active, but to be fat and unhappy too.  I don't want to whine but sometimes it is just too much.  Any advice would be greatly apreciated.