Hi Angela, it does seem to be a bit of a dilemma doesn't it? But you have to keep your levels high enough so that you can sustain the exercise, and that means you need to supply yourself with enough energy. Although it might sound wrong, the main benefit of regular exercise is in raising your metabolic rate and increasing your insulin sensitivity so you need less of it. The exercise may not initially appear to be 'burning' off any excess weight, but it will do as you get fitter and continue even while you sleep 🙂
What level were you on before the exercise, and how soon after eating the apple did you start? You might have to consider reducing your insulin before exercise (and possibly after). I find that I don't need to reduce before, but I do have to be careful after. For example, I was on 8.2 this morning before I went for a run, but 9.4 after it. I was still 8.0 at lunchtime, but now I've just dropped to 2.8! It's not easy to get it right, and there will always be times when it throws a wobbler, but you will get there. I would normally exercise an hour or two after eating and only if my levels were above 7 and below 13.