Do the exercise cause premature since i'm carrying twins?

I supposed to do exercise since the start of second month but then when i visited the hospital for my ANC, the doctor recommended me not to walk or step the stair a lot it causes my babies premature born. I've been reading the book called "what to expected when you're expecting" and i learned that exercises are good for pregnancy to strengthen the muscle and to avoid some causes. But i'm worry which exercise is fit to me?