Advair will take a while to help - took 3 weeks to notice much for me. You HAVE to take it regularly to see results.
Remember it is also opening up your lungs so all the muscous that collects there can now move and be coughed up. So give the advair a month of using it regularly before you say yes or no to it.
I would go back to your doctor if you are having trouble inhaling it, if you can't hold your breathe then the medicine isn't having a chance to work. Try inhaling really fast though, think of the speed you breathe in when you are startled by something, this will cause some of the medication to be brought in quickly and less likely to land on the back of your throat causing the gagging reflex