There can be numerous reasons why you are feeling sick, besides the possibility of being pregnant.
First, are you exercising immediately after eating? If so, your body is in conflict because exercising moves blood into the muscles and away from your digestive system, so all that food just sits there. It's enough to make you nauseous.
Are you drinking too much water when you exercise? All that fluid sloshing around in your stomach can make you sick.
Are you increasing your weight load? Additional stress on your muscles will also nauseate you -- same principle -- blood engorging your muscles means its left your brain, making you lightheaded and queasy. Arnold Schwartznegger is quoted as saying that he would train so hard that he had to leave the gym to throw up, and come back to train some more.
Are you tired when you work out? Sometimes our focus is so "off" when we're tired that we lose the ability to concentrate our efforts as they should be when we are asking our bodies to push harder.
BUT... do take that 2nd pregnancy test!
Hope this helps,
-Deb