"I really don’t want to do it when I’m getting changed." = "I really don’t want to exercise at the same time as I’m getting changed." I am sure this is not what you intend to say.
"It’s really difficult after a hard day’s work to come home and then prepare for your exercises." This is very clumsy.
I suggest you say this instead: "When I get home after a hard day's work, I really don't want to change for exercise."
It is better to use the uncountable form of exercise here. Treat it as an activity, like football, ballet or swimming.