Professionally supervised fitness program?

My UHC insurance requires a pre-surgical 4 month program to be approved for surgery.  I'll meet with a dietician once a month for 4 months and take part in  behaviour modification sessions each month as well.  That's all being taken care of by the surgeon's office.  But I'm confused about the requirement for a "professionally supervised"  fitness program.  My family belongs to a heath club, but I met with the personal trainer there yesterday and was quoted $700 for the first month and $400 for each of the next three months.  Yikes!  But I don't even know if this is what they expect to meet the requirements for "professionally supervised".

Has anybody else had to meet this requirement?  What exactly does the insurance company expect me to do?  My husband has already had the lap band surgery, but this four month pre-surgical program was waived because he has foot problems that makes it difficult for him to exercise.  There is also a lady at work (same insurance) who had this requirement waived before her RNY because she has a bad back.