The lungs are part of the respiratory system. We breath in oxygen and it is in the lungs that blood vessels pick it up through the walls of the lung tissue. Typically, the lungs will always have enough oxygen available in them as long as we are breathing. It is the limitations of the cardiovascular system and other physiological factors that make us feel out of breath during exercise. Breathing is adjusted automatically by the body as exercise intensity increases. Purposely forcing more breathing and at a faster rate does not help increase the amount of oxygen available in the lungs and can actually have the opposite affect, making us feel light headed.