Hi, welcome to forum, the symptom you are having is known as dyspnea (difficulty in breathing). The possibilities are Bronchospasm (bronchial asthma), pulmonary embolism, Pneumothorax and chronic bronchitis (This seen commonly in chronic smokers) and even cardiac causes like Congestive heart failure and Cardiac tamponade can cause breathing problem but seems unlikely.
You need to undergo pulmonary function tests like spirometry and ECG to rule out the cause. You also need to undergo tests for HIV, ESR and certain serological tests to rule out autoimmune disorder including CD4 counts and complete blood counts.
It is difficult to come to a certain diagnosis with available history. Further evaluation is needed. I suggest you to consult physician. Take care and regards.
I am experiencing a similar thing at the moment... I also smoke... I visited my GP who has advised that it is anxiety. Do you also get a feeling of tingling in your face or hands?