I was diagnosed with an aggressive form of prostate cancer some years ago. I followed my doctors advice and now have a PSA too low to read without the use of hormones.
I have always liked to exercise and have continued during my treatments, except for some time off after receiving 91 seeds in my prostate. I recommend some form of exercise, it helped me to cope with the emotional trauma and fatigue. It doesn't matter what form of exercise as long as you do something, it really worked for me by keeping depression at bay and as far as I can tell keeping my strength up.
My program consisted of trikke riding, a human powered vehicle that uses all of your muscles, and weight training. I also drank whey protein drinks daily. What worked for me is not a cure all by any means and before any exercise is started a doctors advice should be given. But if your doctor gives you the go ahead, do it, you and your family will feel great.