The shortness of breath you are experiencing may or may not be related to your use of Atenolol. Shortness of breath that occurs with exertion (like golfing) may potentially be caused by many conditions, including heart and/or lung disease.
It will be important to sit down with your physician to go over your symptoms , your medical background, your current medications. Your physician will generally also wish to do a clinical examination. The tests necessary to get to the bottom of your shortness of breath can be better chosen following this review.
Either your shortness of breath is due to the medication or you have heart muscle damage. I would consult with your cardiologist because the medication may not be right for you. Beta blockers usually carry a leaflet stating side effects and it usually says if you have shortness of breath, contact a Doctor immediately.