Exercise Makes Me Tired

I just got my first Christmas gift to myself today. I have to say I do often just get myself a few items. It's the only time of the year I buy anything. So to myself I gave a pilates dvd. I did it this morning and now feel like taking a nap.

It happens to me every time I exercise. Does this happen to anyone else? I really just feel exhausted and didn't really do a whole lot. 2 ten minute segments one was stretching. I used to walk on a treadmill for 30 minutes every morning but got so tired after I had to take a nap also. So I stopped doing it.

I wonder why this could be happening? Does it happen to you?