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A personal trainer should be able to give you a weight training program that is right for you and supervise you while you do it, correcting technique and providing motivation. Personal trainers should help you plan your aerobic exercise, but not necessarily do it with you. They may run or walk with you or work out with you, but it is your choice if you want to pay someone to do that. Some personal trainers may also give you the option of going outside for a circuit or obstacle course sort of routine.
A personal trainer can give you exercises to strengthen the muscles you use in golf, but you still have to see a pro to perfect your swing. An occasional trainer may be able to teach you how to swim, for instance, but generally you need someone else to do that. Make sure trainers have credentials and experience before you ask them to teach you sports skills.