The Recall Study (Retaining Cognition while Avoiding Late-Life Depression) is a study for adults 60 and older who have noticed mild memory changes in themselves or a loved one. Mild memory changes may feel stressful and therefore increase an individual's risk of developing depression. This research project will test whether Problem Solving Therapy (PST) is successful in preventing major depression for those living with mild cognitive impairments. We will also examine the effect of modest exercise on mood. You will participate in 8 to 12 PST sessions over 16 weeks. All treatments are provided at no cost and there is compensation for participation.