Found an extra interesting thing to add to this:
People could not misattribute negative arousal (the scary bridge) for positive arousal, which was the attractive woman (Kenrick & Cialdini, 1977).
Basically, even though your brain can be tricked into feelings of arousal through exercise you will not feel arousal for anyone that you would view with negative arousal (turn off).
Best addition I have for this. The research paper cited is $40. I'm not paying for it. Best free source on this studied area is:
Misattribution of Arousal Paradigm - PsychWiki - A Collaborative Psychology Wiki
Be warned, pyschwiki is a huge time sink if you're into psychology and have a habit of clicking links. It's almost as bad as tvtropes