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Do so with caution and know your limits!
The biggest problem with this cyst is that sometimes you only feel a 'pang' of pain from the nerves while exercising or walking, but many times the next day your nerves may feel like they are on fire.
Of course you will always know your body best, but take it easy and never "push" yourself. Building muscles in your lower back is important, but when the pains start they don't easily stop. The problem is neurological, so treating it the same as you would a joint problem or other medical conditions are not ideal.