This NewScientist article suggests that taking antioxidants can decrease the benefits of exercise for reducing insulin resistance. The message is get off the pills and stick with fruit and veg.
http://www.newscientist.com/article/dn17108-vitamin-supplements-may-cut-benefits-of-exercise.html
http://www.newscientist.com/article/dn17108-vitamin-supplements-may-cut-benefits-of-exercise.html