The goal of this study is to compare the effects of exercise with the effects of relaxation training on physical function (how well participants perform normal daily activities) and symptoms related to your cancer diagnosis (such as tiredness, pain, and nausea).

Study Groups:

If you are found to be eligible to take part in this study, you will be randomly assigned (as in the flip of a coin) to 1 of 2 groups.

If you are in the exercise group, you will receive a doctor's recommendation to exercise (in-person advice and letters), newsletters on behavior change methods, resistance bands, a pedometer, and telephone counseling. A pedometer is a small device used to measure the number of steps you take.

If you are in the relaxation group, you will receive a doctor's recommendation to practice relaxation training (in-person advice and letters), newsletters on behavior change methods, written and video instructions for doing the relaxation techniques, and telephone counseling.

If you are in the Exercise Group:

• You will receive advice from your doctor (in person), physician's assistant, or other mid-level provider about exercising. You will be given advice on the use of your pedometer and resistance bands provided to you in this study, about the exercises provided and about keeping track of your progress on the exercise logs provided to you. You will also be given this advice in a letter.
• You will receive encouragement and support from a telephone counselor. The telephone counselor will contact you once a week for the first 4 weeks and then once a month for 12 weeks. The call will take about 5 minutes to complete.
• You will receive newsletters with stories about other cancer survivor experiences.
• You will be do resistance exercises using the resistance bands 2 days a week.

If you are in the Relaxation Group:

• You will receive advice from your doctor (in person), physician's assistant or other mid-level provider about relaxation techniques. You will be given advice on practicing the breathing and meditation techniques provided to you in this study, on how long and how often you are performing your relaxation techniques, and on keeping track of your relaxation practice on the relaxation logs provided to you. -You will also be given this advice in a letter.
• You will receive encouragement and support from a telephone counselor. The telephone counselor will contact you once a week for the first 4 weeks and then once a month for 12 weeks. The call will take about 5 minutes to complete.
• You will receive newsletters with stories about other cancer survivor experiences.
• You will be perform the relaxation techniques at least 15 minutes a day for 5-7 days a week.

All participants will continue the group exercises or relaxation techniques for 16 weeks.

Follow-Up Visit:

You will have a follow-up visit during Weeks 16-20. At this visit, you will complete the following tests and procedures:

• Your medical history will be recorded.
• Your performance status will be recorded.
• You will complete the 11 questionnaires.
• You will complete the exercise tests to measure how your body uses oxygen, to test your lower body strength, to test your upper body strength, and to test your flexibility and balance.

Length of Study:

You will remain on study for 16-20 weeks.

This is an investigational study.

Up to 154 patients will take part in this multicenter study. Up to 154 may be enrolled at MD Anderson.

Inclusion Criteria:

1. Diagnosis of stage IV or recurrent colorectal cancer
2. Age >/= 18 years
3. ECOG performance status of 0 -1
4. Able to communicate in English or Spanish
5. Able to give informed consent
6. Adequate organ function -Total bilirubin < 1.5 x the institutional upper-normal limits (IUNL); AST (SGOT) and/or ALT (SGPT) < 2.5 x IUNL; Patients with liver metastasis AST/ (SGOT) and/or ALT (SGPT) < 5 x IUNL
7. Adequate bone marrow function: - Absolute neutrophil count > 1,000/microLiters; Platelets > 50,000/microLiters
8. Able to ambulate without assistance
9. Has access to a telephone in order to receive pre-recorded telephone messages and for multiple counseling sessions.

Exclusion Criteria:

1. Major surgery in the past 8 weeks
2. Medical contraindications to home-based exercise as defined by the treating physician
3. Symptomatic Bone Metastases
4. Unstable Angina (current symptomatic angina at time of enrollment)
5. Class III/IV heart failure according to NYHA classification system
6. Pulmonary conditions that require oxygen
7. Unable to ambulate without assistance (cane, walker, etc)
8. Exercising at a moderate-vigorous intensity for 150 minutes or more per week, exercising at a vigorous intensity for more than 20 minutes on 3 or more days per week, or performing resistance exercises for more than 20 minutes per day on two or more days per week for 3 months or more.