post exercise blood readings

Hi Bonnie and welcome to the forum.

As your User Profile is not complete it is a little difficult to say anything. If you could complete it and also tell us a bit more about yourself on this thread I am sure there will be someone along to help. 8)

It could be the type of exercise.
In general anaerobic exercise tends to make BG rise, aerobic to make it fall.
Does the exercise DVD that causes the problems contain some intervals that make you a bit more breathless or me make your heart rate go up more?

If you're type 1 (sounds like it if you're checking for ketones) be careful about correcting following the exercise, since it still might fall quite quickly .
I found that when I run I always go low, except if its a race ..now I don't race but presumably the extra adrenaline plus the obligitary sprint at the end is enough to cause a rise. The first time I corrected and that was a big mistake. (but as everything your mileage may vary!).
Also you may be more insulin sensitive at the next meal. (so need less insulin to avoid a later hypo)