There is some evidence that breech exercises do work, but because many babies turn spontaneously before 34 weeks, it is hard to substantiate this.

Breech exercises generally involve positioning yourself so that your buttocks are elevated above the level of your head; they are commonly called 'breech tilt' exercises.  Begin at 32 weeks gestation. Do 3 times daily for 10-15 minutes each time, when you have an empty stomach, and the baby is active.  Prop one end of an ironing board securely on a sofa or chair 12 to 18 inches high (about a 45 degree angle).  Lie down, bend knees but keep feet flat on board. Relax, breathe deeply, avoid tensing.  You may also use pillows on a flat surface to raise hips 12-18" above shoulders.  The idea is for gravity to gently bring the baby's head into the fundus of your uterus so your baby can then do a somersault to a more favorable position.  Take caution to make sure that the board is secure and can support your pregnant weight. 

Another option is for you to get into a knee-chest position where you are kneeling and tilting your pelvis forward. 

If you become nauseated or lightheaded stop immediately and do not continue to do these exercises.