It sounds like you've hit on the connection - Nick Berg was always working out - this article shows that. He even had weights in his hotel room in Baghdad. Since it's known Moussaoui went to the college gym in Oklahoma, there's a good chance Berg, who also went to school there (assuming it was at the same time), knew Moussaoui or one of Moussaoui's friends from that gym.
Someone else can correct me, but I think that they were not in Oklahoma during the same time period; Berg left before Moussaoui ever arrived.
One article on Moussaoui, says Moussaoui tried to fit in with the college kids. Another article says his upstairs neighbors never saw him with someone else, and only knew him to say ,"Hi."
Since it seems he was really attending a flight school, not attending college, I wonder why he didn't join an off campus gym.
If Moussaoui wasn't a student at the University, how did he get to use the gym? Was he a guest of someone else? Could local non-students join the gym if they paid a fee?
Was he trying to meet others students so he could use their email accounts? Was he trying to make dates with co-eds?
Was the college gym a designated spot to make contact with other "like minded" (anti-American) people?
Why did Berg decide to attend school in Oklahoma, instead of going back to Cornell?