Fibromyalgia (FM) is characterized by diffuse musculoskeletal pain, discrete tender points at typical soft-tissue sites, fatigue, stiffness, and sleep problems. Of these symptoms, pain is often the primary concern of FM patients and their physicians. Traditional medical approaches to managing FM have limitations (side effects) and have not been effective in managing pain. Given these limitations, treatments that involve nonpharmacologic interventions may represent a valuable addition to patient care. This study will evaluate the effects of two of the most promising nonpharmacologic interventions for FM: coping skills training (CST) for pain management and physical exercise training.