Hoperfully you will have data from your MDI, to when and how your exercise effected your blood sugar levels which should be able to give some guidence to where you may need to make adjustments for exercise....
It is a case to a certain extent of trail and error...
I will generally set a TBR then, test, test during the exercise unless I get a really high or low, I let the TBR run, so I have a clearer picture to what sort of adjustments I might need to make next time..
I would suggest that you build upto your exercise rather go in at full wack, have plenty of hypo treatment with you, not only during the exercise, but also afterwards, I would also suggest that you check BG regularly for several hours after exercising to see how your BG's are effect as sometime its not before or during the exercise that the basal needs adjusting but several hours after... Sadly it is has I said trail and error, loads of testing until you find your best settings...
Yes run through with your DSN, and if you got some MDI data to take along from exercising she can hopefully give you some advice to make a good starting point..