Bored exercising? On a treadmill or stationary exercise bike? If you like video games, try playing a Nintendo DS or PSP (or possibly an old school gameboy) when you work out. Just pick turn-based or non-timed puzzle games so you don't end up hurting yourself or losing your game. Pokemon titles are great for this as long as you don't try to fish, as are the Brain Age titles' Sudoku modes.
Do not use on machines where you need your hands to balance and do not use at high speeds on a treadmill. Do not play action games or racing on a treadmill.