(FORTUNE Small Business) – This is the bad part of my first-ever indoor rock-climbing lesson: It's 7:45 on a Tuesday evening, and I'm at Go Vertical climbing gym in Philadelphia, standing at the base of a 48-foot wall that's studded with fake rocks. About 20 feet up, the wall takes a vicious turn and goes from vertical to horizontal--where it appears I'm expected to locomote upside down. My forearms are throbbing, and I'm sweating freely into a pair of too-tight rental shoes with no socks. What really hurts, though--what qualifies as the most genuinely troubling aspect of the experience so far--is that I'm currently engaged in a disagreement with my instructor, Kathleen, to whom I'm attached by a crotch harness.

The main problem between Kathleen and me is that I'm stalling. To get things going, Kathleen gives the climbing rope--the one attached, via a pulley at the top of the wall, to my crotch harness--a short, firm tug. The harness tightens and creeps up like a diaper until I stand on my tiptoes and then hop forward to release the pressure. She tugs again, the harness creeps, I hop. Tug. Creep. Hop. With all the indignity of a reluctant child on a body leash, I move toward the wall, motivated in equal parts by fear, pain, and adrenaline. Then, when I can stall no longer, I grab onto a few sweaty, globular handholds made of sand and resin, put my feet on the lowest, biggest fake rocks I can find, and pull.

When I agreed to research this article, I was not aware that I'd be fitted with such a contraption. I knew very little about wall climbing, just the bits I'd picked up on the X Games between street luge and the Mountain Dew commercials. I had no idea what I was getting into, but truthfully it didn't matter--I took the project because I hate treadmills.

Loathe them, in fact. In winter, I get exercise nightmares. I hate the incessant thumping, the calorie counters, the 5K Lake Loop, the Alpine Pass, and the Trail Blazer. I hate my gym, too, and its monotonous hall of mirrors, filled with muted televisions and bad music, ab-rollers and ill-advised Spandex. As the weather turned bleak, I came to Go Vertical as a man without an exercise routine, looking for a winter workout that wouldn't bore me silly.

Indoor climbing has become increasingly popular around the country among restless recreationists like myself. Multimillion-dollar gyms are springing up in places like New York City, Atlanta, Los Angeles, and Houston. Philadelphia itself has two climbing gyms--in part because the city has a group of avid rock climbers, but also because of people like me, exiles from the StairMaster. (To find a climbing gym near you, check the back pages of Climbing magazine or try the title's Website: climbing.com/Pages/rockgyms00.html.)

Indoor climbing, it should be noted, is nothing like the outdoor version. In fact, indoor climbing isn't a sport as much as a workout, the same way that the treadmill isn't a track event. Technical rock climbing--the kind of thing you see in a North Face ad--is the sport that indoor climbing replicates, but many of the dangers, like bad weather or falling rocks, aren't a factor inside. According to the folks at Go Vertical, only about 10% of people who work out at an indoor rock wall ever climb outside.

The interior space at Go Vertical is cavernous and colorful, like a giant set from Fraggle Rock. The pink and blue walls--all 13,500 square feet of them--are 48 feet high and entirely covered by oddly shaped and brightly colored "holds," places where you grab on or attempt to set foot. The walls go straight up, back at 45-degree angles, and upside down, and people are all over them--dangling from ropes in midair, scampering around at the bottom, and hanging like bats near the top. In one corner a guy is doing one-arm pull-ups from a low wall, and near him some daredevils take turns flinging themselves from one point--mid-wall, with no rope--toward a handhold ten long feet away. As I sign the injury release form, I watch them leap desperately toward the rock, like salmon migrating up a waterfall. They end up in a pile on the padded floor. No one makes it.

The first thing you learn about in a climbing lesson ($65 for two hours at Go Vertical in Philadelphia) is gear. If your gear doesn't work properly and you fall, you could die. It's kind of important. If you are going to be climbing on anything approaching a regular basis, I recommend buying everything you need; the entire package costs about $300, and you can find it at sporting goods stores like REI or EMS. Gyms will rent you gear, and it's free when you get lessons, but be forewarned--I had a tortured relationship with the stuff they gave me.

First, there's the harness ($60 to $100). Technically it's not actually called a "crotch harness," but that's more descriptive of the way you actually wear the thing. The harnesses ride up pretty easily, and if you buy your own, you can keep the straps adjusted just right. You also need two metal clips for the harness, called carabiners ($15 to $20 each), a belay device ($15 to $20)--which looks like a little plastic Easter basket--and a chalk bag ($20). I was minus the chalk bag, and my sweaty palms, combined with weakened digits from a recent bowling accident (disco night, I'll spare you the details), made the experience all the more difficult. Get the chalk, and use the chalk. You'll thank me.

Then there are the shoes. Climbing shoes ($80 to $150) are very thin and light, and people sweat in them, which can be gross if they're old rentals. In fact, if you learn only one thing about climbing, let it be this: Bring socks. It sounds obvious, but it was my major mistake. No one in the locker room wore them, so I didn't. Then I realized those other people owned shoes. Padding out, I saw Kathleen, my instructor, wearing a nice white pair of cotton foot mittens with flowers on them, which I coveted. If you don't wear socks--if you are one of those vain people who would choose conformity over comfort--then woe cometh, novice climber, and it doesn't feel or smell good.

On the wall, Kathleen tells me, the common delusion among newcomers is that they have to pull themselves up. Instead, the goal is to focus on your feet and let your bigger leg muscles do most of the work. And don't hold on too tight, she says, or you hands will slip. Oh, and climb with rhythm, as if you're on monkey bars.

I forget all of this as soon as I get two or three feet off the ground, of course, but it turns out okay. The holds are surprisingly big, and most of them have little hidden finger recesses that make things easier. My footwork is solid, I'm thinking. Biceps lookin' pretty sweet. I get to the top, slap the highest rock like a contestant on Double Dare, and let go, rappelling back down and feeling very SWAT-team all the way.

When I get to the bottom, Kathleen says I'm doing well enough to leave the beginners' wall. That, of course, is what leads to my stalling tactic and Kathleen's application of firm tension to the crotch harness. Thanks to my useless display of strength, I am now exhausted and my forearms are screaming. Guys do this all the time, Kathleen says--burn out early--and usually get lapped by their girlfriends if they learn the sport together. In fact, climbing is one of the only sports where men and women compete on almost exactly equivalent levels. Very cool, I think. I take a moment to appreciate this and wonder if Kathleen (who claims she can't do a pull-up) is toying with me to make a point. Then I make a note in my pad--climbing: worst date sport ever.

For the record, I did make it to the top of the intermediate wall a few times. My footwork got better, but Kathleen told me I was still pulling too hard and holding on too tight. In the hour-long session, I fell about 17 times and didn't die, which greatly improved my relationship with the harness. And I got a great workout, though I have to admit it's not really a cardiovascular replacement for the treadmill.

Most of all, I liked the focus of climbing. My train had broken down on the way to Philadelphia, and I was scheduled for a late one back to New York. My mind was scattered when I arrived, and I was fitted with a silly harness and sweaty shoes. It could have been ugly, but it wasn't. It was fun--being on the wall cleared my mind. I liked thinking only about my hold, and about which one I would reach for next. I liked falling, even, and dangling in midair, and rappelling was a blast. I liked Kathleen, and I loved her socks. I would definitely go back. Maybe next week, when the soreness wears off.