I struggle with this as well. Like Matty said it's a common symptom of anxiety/panic. I have had a few occasions where I semi-hyperventilated while climbing stairs and/or walking uphill while I was in an anxious state. I know in my case it's partly due to being out of shape. It's stands to reason that if our body is under stress due to what's going on in our head, then it's not going to be operating at peak performance -- ya know? Best thing I can suggest is reducing your stress level, and exercise. Now *I* just need to start following my own advice!
Anxiety :) don't let it get you down! Shortness of breath is common during heightened anxiety and I know how bad it can feel. Your blood pressure and oxygen were all fine so that should let you know that your anxiety is the main cause. Knowing you will be okay and keeping yourself calm is the most important thing!