Kathy Kaehler, a Personal Trainer, talks about how to use an exercise ball. Exercise balls are very effective because they allow you to do multiple exercises at once. Even just sitting on an exercise ball makes you use your core muscles, so you can sit on an exercise ball at your desk and exercise your core muscles at the same time. First you will want to buy your own ball. Make sure to get a quality ball from a reputable seller or brand. Make sure that it is the right size for your height. Start with simple exercise and work your way up to more difficult exercises. When your feet are closer together it will be more difficult to balance on the ball than if your feet are further apart.