Exercising with a high demand baby?

Hi all! For a while now I've been trying to work out to some new work out DVD's that I bought. Our baby is 10 months old now so I don't have any excuses left for not losing the last 10lbs lol! Here's the problem: baby takes 2-3 naps in the day but he refuses to go to sleep unless I'm holding him or sleeping next to him in bed (we're working on this but it's harder than I thought it would be). my fiancee is at work all day and by the time he comes home, I'm just too tired to workout. I walk him in his stroller when the weather permits but now that it's getting hot, it happens less often. I also try to do things while I'm holding baby but he gets antsy quick and I'm definitely ready for some more hard core exercise lol! Any ideas on how to keep him satisfied during my workouts? He's a very demanding baby and only manages to keep himself occupied for about 20-25 minutes (an improvement from just a couple of months ago) and he's also teething so he's cranky about 24/7 lol! We have NO ONE to watch him and going to the gym is financially impossible right now. I was just wondering if any other mothers or fathers have any advice on how to incorporate an exercise routine in my day with a baby that gets mad at the drop of a hat! Thanks all!!!!!