Sex for a stronger immune system. (?)

An article in The West Australian is trying to prepare Aussies for winter colds by recommending a healthy regimen of coitus as an immune booster.
But does sex really have an effect on the immune system, I mean in a way more significant than, say, walking up a couple of flights of stairs? The article doesn’t seem to point to any direct research.
On the one hand,
“People with a more active sex life are usually a bit fitter and more in shape. They are also in a better mental framework and being in a relationship and having social networks is also important (to the immune system)†he said.
But on the other,
But you should avoid too much exercise and too much sex, because this runs the risk of deleting white cells.
Is there any research out there that directly links sexual activity to an increased effectiveness of the immune system? Pravda’s English language site had an article in 2004 reporting research by Manfred Schedlovski, a Swiss researcher from Zurich. Apparently Dr. Schedlovski’s research showed an increase in the number of phagocytes in the blood after sexual climax, from which we might infer that regular sex makes people more likely to fight infection.
Is there anyone out there with the science about this?
(Of course, if it turns out not to be true, will it really matter? Just how much incentive do we need, anyway?)