PICK UP WEIGHTS! Aerobic exercise alone does not affect insulin resistance...
Either aerobic exercise or strength training improves insulin sensitivity in both healthy and insulin-resistant people in most studies, though a recent controlled trial found that aerobic exercise alone did not affect insulin resistance in people with Insulin Resistance Syndrome.
Studies comparing strength training to aerobic exercise in insulin-resistant people have reported greater benefits from strength training, but a combination of the two will probably be more effective than either one alone. In addition, exercise has many benefits in reducing many of the risk factors associated with Insulin Resistance Syndrome.