a few random thoughts from me:
exercises that focus on improving lung capacity helped me not only with music, but with athleticism, too. breathing as deep as you can, holding as long as you can, and releasing as slowly as you can, as completely as you can. i can still remember, as a lad, feeling my lungs pop and stretch from "excessive" inhalation exercises. music posture is hugely beneficial (as dr d pointed out). heart rate control can help you hold your breath longer. conscious diaphragm utilization during breathing improves lung efficiency. yes, your body likes to breath, it brings oxygen to areas that need it, and the more oxygen you can inhale, the more your body will want to breathe that way. during running and cycling, i learned a trick to help control and pace breathing during times when my body was starving for oxygen, breath in through your mouth, and exhale controlably through your nose (this forces you to exhale more slowly, instead of breathing out quickly to gasp for more air, you're allowing your body to fully utilize the breath you already took). pacing your breathing during physical duress also helps control your heart rate. vocal exercises (used by singers) are usually focused around the same type of concept, breathing in as deep as possible and humming out as slowly and controlably as possible until your lungs are completely exhausted to help improve capacity and breath duration. try holding your breath at a pool, or in the tub, and time yourself. work on controlling heart rate and inhalation to improve your times... don't just breath in and hold it, exhale completely and hold it as long as possible, too. i guess i'm also suggesting that healthy heart rate is something that goes together with breathing efficiently, maybe you should have your heart function evaluated, and your resting pulse rate checked (as a baseline), and perform activities that will allow you improve your cardio health, to pump blood slowly and efficiently, too... working towards improved lung health is definitely a conscious effort, but it can become an unconscious act once improvements are made... the mentions of body posture and meditation are all very valid, these are steps that can help your body operate in an efficient manner... not sure exactly what you've been doing thus far, but sticking with a program for the long term will definitely have beneficial outcomes, the improvement has to be something you can identify, and want to attain. check into the methods c_k mentioned, it may be a good start for you. try to follow miles' suggestion of meditation, and pick up an ocarina with some breathing pointers from either wind instrument exercises, or vocal exercises... try it regularly for several months... keep us posted.
