The Archives of Dermatology has an article discussing that marathon runners at increased risk of cancer. Although the lack of adequate protections (sunblock, long-sleeve shirts, etc) plays a role, there could be another factor - immunosuppression. In other words, the training required to a run a marathon could adversely affect a person's immune system, putting them at greater risk of cancer.

NetSweat.com Comments: More research needs to be done. A correlation was found, but not a causal effect. In other words, just because you run marathons, does not mean you will get skin cancer. In fact, you might actually live longer because you keep yourself in good physical shape.

It is known that intense exercise, like any other physical stress, lowers the body's immune system. (Which is why you should respect others and stay away from the gym when you have a cold.) The question raised by this study is whether there is a long-term issue caused by the combination of intense exercise and regular, lengthy exposure to the sun? We do not know for sure.

Although the study followed marathon runners, it would be interesting to see the study carried out to cyclists as well. Professional cyclists spend even more time in the sun than runners. In the meantime, keep exercising, but make sure to put on sunblock and wear a hat (or a helmet, if you're cycling).