The control group only performs low intensive non-aerobic exercises. Measurements are performed at inclusion and at 3,6 and 12 months. Primary outcome measure is reduction in depressive symptoms measured by the HRSD. Cardio-respiratory fitness is measured using a sub maximal cycling test, biometric information is gathered and blood samples are collected for metabolic parameters. Also, co-morbidity with pain, anxiety and personality traits is studied, as well as quality of life and cost-effectiveness.