I drink a LOT of milk and I have been told that this can affect my breathing. Is this true because I do run out of breath easily?

The only time milk could effect your breathing is if you have respiratory problems to begin with such as emphysema, COPD or other serious respiratoy diseases. The reason is the consistency of milk. In these diseases it creates more mucous thus making it more difficult to breathe. If you are short of breath I would highly recommend you go see a physician. Shortness of breath can be a symptom of many problems.
Good luck to you!

Milk has no negetive side effects, unless your allergic or lactose intolerant. If your experiencing breathing problems see a Physician, immediately.