Okay, to start with, if you're really concerned, you should see your doctor, just to be safe.
However, the cause may be relatively simple. When you exercise, you breathe harder and faster, in order to get more oxygen through to the rest of your body.
In order to do this more efficiently, it's natural to breathe in and out through your mouth (rather than your nose) - your body defaults to this because it allows you to take in more air, more quickly.
But breathing through your nose normally warms and moistens the air before it reaches your lungs; breathing through your mouth doesn't. So you are sucking a lot of cold dry air into your throat and lungs which drys out the natural mucuses that exists there, and causes temporary inflammation and pain.
This results in that burning sensation you feel in your throat/chest/lungs, which may or may not be accompanied by wheezing and coughing.
It can be quite painful and quite distressing, but usually, it should subside within, hmm, about 15-20 mins after you stop exercising.
There are other possible causes (such as exercise induced Asthma), so if you're concerned or the problem persists, see your doctor.
These activities exercise the heart and lungs and burn excess calories.
It can damage your lungs and eyes.
Exercise improves the flexibility and strength of the muscles, and prevents excessive strain on the bones, tendons, and spine. Aerobic exercise improves the functioning of the cardiovascular system and the efficiency of the lungs. Exercise reduces the deposition of fat in the tissues, and can lower the level of fat in the blood (one factor in hardening of the arteries, atherosclerosis). Exercise also improves mood through the release of endorphins and hormones.
Blood vessels, the heart, and the lungs are significantly strengthened by cardiovascular exercise.
It all depends on the exercise that you do.
Exercise.
Exercise.
Exercise.
It greatly depends on the intensity and duration of the exercise you do.
You burn fat, which includes sugar.
The chlorine in mustard gas bonds with the water in your lungs to form hydrochloric acid and burns your lungs
Exercise.