Yes you can go to the supermarket spice aisle and purchase regular Cayenne pepper. I purchased Cayenne Tincture (got it from Spiritofhealing.com) because I like the idea that it is a little bottle and you just add 5-10 drops per drink. It is HOT!
Yes you can work, exercise, etc. In fact, exercise is recommened. Today is day 4 for me and I've exercised for 40min/day every day since starting and plan to continue. I also have kids and a very active life. Just plan on making some extra trips to the bathroom for the first 3 days at least.