TV Watch Only on People.com

By Alicia Dennis

04/30/2013 at 04:05 PM EDT

Jim Bob and Michelle Duggar

Kris Connor/WireImage

When it comes to swimming, the Duggars have it covered.

On a recent marriage retreat to Puerto Rico filmed for their reality show, TLC’s 19 Kids & Counting, Michelle and Jim Bob Duggar decided to go snorkeling. But not in typical bathing suits. (Watch a clip below.)

“In society, sometimes there’s this idea that we cover up at certain times and then we go to the beach and wear our underclothes,” Michelle tells PEOPLE. “Bathing suits are pretty and colorful but it’s not our thinking that it is okay to be naked some places and not other places.”

The solution is to find something “I feel comfortable in,” Michelle says. “I am not feeling exposed in the ways I am uncomfortable with.” For the trip, which airs Tuesday (9 p.m. ET) on TLC, that meant covering up in swimwear by WholesomeWear.com.

“The eyes are the windows to the soul,” Michelle says. “And we are trying to keep our hearts pure, which is a struggle. Everyone has their idea of what is modest, but for our family, we try to avoid situations … like the public beach or swimming pools that can make it a challenge to keep our minds pure.”

Now Michelle and Jim Bob – who have 19 kids, two grandchildren and another due this summer – are able to jump into the water and have a good time like they did in Puerto Rico, though they still choose to swim privately when they can.

“I grew up going to the lake every summer but getting to see the coral reefs and beauty of the ocean was a new, wonderful experience,” Michelle says of their trip. “I’ve always wanted to do that.”