An ECG done when you are resting may be normal even when you have cardiovascular disease. During an exercise ECG the heart is made to work harder so that if there is any narrowing of the blood vessels resulting in poor blood supply it is more likely to be picked up on the tracing as your heart goes faster.
For this test you have to work harder which involves walking on a treadmill while your heart is monitored. The treadmill gets faster with time but you can stop at any time. This test is supervised and interpreted by a doctor as you go. This test is used to see if you have any evidence of cardiovascular disease and can give the doctor some idea as to how severe it might be so as to direct further tests and possible treatment.