4. Exercise is a stressor and the stresses of exercise have a
catabolic effect on the body—contractile proteins within
muscles are consumed for energy, carbohydrates and fats are
similarly consumed and connective tissues are stressed and
can form micro-tears. However, given adequate nutrition and
sufficient rest to avoid overtraining, the body's reaction to this
stimulus is to adapt and replete tissues at a higher level than
that existing before exercising.
http://en.wikipedia.org/wiki/Physical_exercise
4