When smoking the body will have a saturation of Carbon Monoxide in the bloodstream.  It is inhaled through smoking and even passive smoking.  Chemically Carbon Monoxide attaches itself to blood cells in a very similar way to Oxygen.  However it is useless for the working parts of the body when attached to blood cells and transported from the heart.  Therefore the heart needs to beat more rapidly to get the required amount of oxygenated blood around the body.  This leads to getting breathless very easily.  The more one smokes, the higher the proportion of Carbon Monoxide saturated in the blood will be.  Exercise along with a reduction, or cessation of smoking will increase the levels of oxygen rich blood cells, reduce breathlessness and increase cardiovascular fitness.