From this article Thin people may be fat on the inside, doctors warn; exercise is key comes this quote:
“Some doctors now think that the internal fat surrounding vital organs like the heart, liver or pancreas - invisible to the naked eye - could be as dangerous as the more obvious external fat that bulges underneath the skin.
According to the data, people who maintain their weight through diet rather than exercise are likely to have major deposits of internal fat, even if they are otherwise slim. "
The article suggests that it is it would be a good idea to exercise even if you are thin. The benefits of exercise go beyond the burning of calories. The list of benefits is long and has been documented here in previous blog entries. 
If you appear thin you may be at risk. A little exercise will lessen that risk and contribute to your health in so many other ways.
According the article even professional models can be fat on the inside:
"Relating the news to what Bell calls 'TOFIs' - people who are 'thin outside, fat inside' - is rarely uneventful. 'The thinner people are, the bigger the surprise," he said, adding the researchers even found TOFIs among people who are professional models'."
This MRI scan image shows internal fat as yellow, external fat is green, and muscles are red.
The article states that it's difficult to determine the precise danger of internal fat. Rather that assume that internal fat is benign it might be a good idea to add a little personal training to your schedule.
The article concludes:
“When it comes to being fit, experts say there is no short-cut. ‘If you just want to look thin, then maybe dieting is enough,’ Bell said. ‘But if you want to actually be healthy, then exercise has to be an important component of your lifestyle’."
If you don't like to exercise get the most bang out of your time exercising. The type of personal training sessions at Kelly Personal Training in Austin and at Ultimate Fitness in New Orleans are personal training sessions designed to produce the most impact in the least amount of time exercising.