I work really hard to stay in shape and eat right. Now I have a diagnosis of dysthymic disorder. What else can I do so that it doesn't affect my overall health?

Improve dysthymia. You might look at seligman's book learned optimism, to identify ways of changing your thinking that would improve your baseline moods. A psychotherapist can also help you with that. Psychologists, social workers, masters' level nurses, licensed professional counselors and pastoral counselors do this as well as psychiatrists.
Therapy - Meds. It's important to continue paying attention to your physical health. You will also want to start with a therapist who can help you examine your outlook and approach to life. Medicines may also be of benefit for some of your symptoms.
Keep taking good. Care of yourself! and try developing a really positive outlook on life. See a therapist who can help you with this.