Great question! After very intense Halo, there can be a fair amount of flaking and this dead skin can hold sweat in the pores and be uncomfortable. If you are going to exercise, it is very important to gently cleanse and then remoisturize your skin using the regimen that your treating office gave you right after you exercise. Also, you want to keep sun off your treated skin for at least a week to get the best possible result, so run inside, or if you are outside, do it first thing in the morning or late in the day, wearing a visor and a heavy coat of a good physical (zinc or titanium based) sunscreen.
You can wait 2 days so the swelling can settle a bit after the Halo. Remember to wear a physical sunblock when you are out in the sun.