Not using an extension cord is "the right way". But you probably can safely use an extension cord if it can handle the current draw of the treadmill. You might want to consider what's called an "appliance extension cord". These are heavier-gauge and designed for devices which use more energy. They also run shorter than many household extension cords. You may not find one longer than 3-4 feet.

Thanks steve_o....

So I should look for something about 10 or 12 gauge?

That should handle it. But check the current draw of the treadmill and make sure the extension cord can handle it.

The only thing I could find is a 14 guage, 6 ft cord.
It says 1875 maximum watts....

Think that'll work ok?

I ran the treadmill for about 5 minutes tonight....seemed to work ok.

That should work with capacity to spare. :-)

The 14 gauge should be OK if this unit plugs into the 15 amp receptacle. Some treadmills are 20 amp. In that case you should use a 12 gauge cord. In both cases the cord should be only as long as required.

Go into one of the box stores or a good local shop selling electrical cords, equipment etc. You shouldn't have a problem. Our treadmill has been in use almost daily for six years, between the two of us, about 90 to 100 min per day. No problems yet. You need an electrical cord that isn't any longer than needed and must exceed by 25 percent the draw of the treadmill.