The fact that “this
urgeUrge incontinence seems to go away' with exercise, suggests that it is not on the basis of a lung disease. The urge to take deep breaths and sighing are characteristic of anxiety states. You should, through introspection, attempt to determine if, at some level, you are worried that you may have more serious lung disease than asthma. That fear could even be sub-conscious. The best way to address that possibility is for you to see your doctor for a lung examination, chest x-ray, and spirometry a simple breathing test, which provides detailed information about how your lungs are working including if there is obstruction in your airways.
The symptoms you describe are commonly seen, more often in young people, and almost never a sign of serious disease.
Here's a great article about deep breathing that everybody could derive some benefit from doing:
http://health.discovery.com/centers/althealth/deepbreath/deepbreathe.html