exercise – el ejercicio

(Pronounced eh-hehr-thee-thyoh)

To remember that exercise is pronounced eh-hehr-thee-thyoh (ejercicio) in European Spanish, use the following mnemonic:

The monks were a weird lot. They did exercise every day, every hair on the top of their head was removed and they had to study theological theory (ejercicio). 

Ejercicio is masculine, so it's el ejercicio. Imagine an elephant doing so much exercise he's perspiring and out of breath.