Instructed what can you do to manage shortness of breath (SOB) be active even if you have severe lung problems, you can do small amounts of exercise. Take it slowly and use abdominal breathing as much as possible. Increase the amount of exercise you do little by little to improve your breathing and feel better. Showering or bathing keep the bath water shallow and lukewarm. Open a window in the bathroom to let in fresh air and let out steam. Sit in the shower. Position the shower water away from your face. Rest when you need to.