Shortness of breath..plz read?

this happend to me recently. i was walking to my house and it was really cold outside so i run home and walked fast. when i got home i was fine but about mintue after i got home. i felt short of breath and i start to cough when i inhale. this happened about 8-10 mins and stopped. again today i was just walkin home and its cold out and it happened to me again. i felt like not enought air are going in to my lung so i ihave to inhale deep. but if i try to inhale deep i cough. i do have allergies but this never happened to me. i was a smoker (about 7 years). quit about yr and half. my bf somke and i live with him. i dont really exercise. so i was wondering if its okie.. i was thinkin about cuz i inhale cold air???