LOL Ryn,
But this is what my book says:
The hormone progesterone affects how you breathe when you are pregnant, making your breaths deeper and more rapid than normal. A common side effect if these changes is a feeling of breathlessness. Shortness of breath with increased exertion, such as walking up flights of stairs. This feeling is normal, and does not mean you are out of shape.... As your baby gets bigger, you are likely to notie that you become more and more breathless, and may get worse when you try to lie flat.
The book is called Conception and Pregnancy Over 35 by Dr Laura Goetzl.