I swim too, and it IS great excercise. I did tell the lifeguards before I got in the pool that I have CF and I would be coughing a lot, just to get me if I was going under, lol. I also swim crossways in the deep end during a water aerobics class (think 30+ "grandmas"), so we all went through an adjustment period of getting used to my cough, and the fact that some days it's worse than others. It's been...gosh, 4 years now, and it's all old hat for everybody now <img src="i/expressions/face-icon-small-wink.gif" border="0"> .
If you are using a public shower there, I would advise you (if possible) to Lysol the shower stall you are going to use before you go swim, and clip a note to the curtain (or whatever) saying that it has been sanitized and reserved for a for someone with a respiratory issue (or something similiar), and thanks for understanding. I figure that with the steam from the shower, I don't need to steam any germs from the previous occupant into my lungs, ugh!
I also have a mold allergy, and our locker room is not cleaned adequately, so I have bottle Clorox shower cleaner and a scrub brush in my locker, and I use it a few times a year, usually between semesters (I go to a local community college to swim). Hopefully, that won't be an issue for you!!
Good luck and keep at it <img src="i/expressions/face-icon-small-wink.gif" border="0"> !