An interactive exercise device for measuring and displaying exercise performance parameters, the interactive exercise device including a step measuring device that outputs a step signal corresponding to each step walked by a user, a processor for determining a plurality of exercise performance parameters based on the step signals output from the step measuring device, a memory for storing the determined exercise performance parameters, a menu-driven interface display for displaying a plurality of menus, the menus for displaying at least the determined exercise performance parameters, a user input device for operation by the user to select a display of one of the menus on the interface display and to provide input data corresponding to a selected display, and an interface connection for connecting the interactive exercise device to an external computing device, the interface connection supporting an upload of the determined exercise performance parameters from the interactive exercise device to the external computing device, and supporting a download of user-specified data from the external computing device to the interactive exercise device, the user-specified data including at least one user-specified message that is displayed on the interface display when a user-selected one of the determined exercise performance parameters reaches a user-specified threshold.