You should definately have your vet examine your dog. Your dog may have collapsing trachea, heart disease, or another congenital problem. Many of these problems can be controlled with medications or corrected with surgery.
Thank you. Maybe it is time to seek out a new vet. We have been to our current vet twice to have him examined for this problem. It is scary when our pup seems to have trouble breathing. I guess in the vets defense, he has never done it while at the clinic. It is intermittent. I really appreciate your insight.