Rob's advice is mostly all good. But I will disagree with the don't-worry-about-pace part of it. Worry about your pace. You're probably going too fast and that's why exercise sucks. I have found it extremely helpful to get something that measures my heart rate so that I can constantly check and make sure I'm not going too fast. Heart rate when doing aerobic exercise should be under 130, but if I wasn't paying attention I'd find myself consistently up over 140.

And once I got the hang of keeping my heart rate in the right zone, exercise sucked a lot less and at the same time I started making progress much faster, even though in the beginning it meant jogging so slow that I would have been going faster if I was walking.