The purpose of this research is to learn how the loss of estrogen changes metabolism and risk of disease in women. At the time of menopause there are changes to body composition and metabolism that may lead to an increase in the risk of chronic disease. Why this happens is not known, but it is thought to be related to the loss of estrogen. Women in this study will receive 6 monthly injections that contain either placebo (no active drug) or a study drug (leuprolide) that reduces estrogen to postmenopausal levels. During the 6 months of treatment, some women will also participate in a supervised exercise program and some will not. Participants randomized into the “no exercise” group will have the opportunity to take part in the exercise program after completing the study.