Hi vinzeno!
Welcome to Tees2Greens! Congratulations on taking up golf - I hope you are living in a location that lets you play year round - I'm seriously into my golf withdrawals in Minnesota. Great question on exercises - and you've come to the right place! Check out this link to find a whole slew of tips and drills to help with stretching and improving your golf swing...
http://www.tees2greens.com/blogs/fitness/default.aspx
This site is just full of helpful tips and information on all parts of the golf game - hope you are able to hang out and read up!
"Those who bring sunshine to the lives of others cannot keep it from themselves." ~ James Barrie