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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.
Cancer that has spread to the lungs may not cause any symptoms or it may cause. 1  A cough that doesn't go away. 2  Shortness of breath. 3  Chest infections. 4  A build up of fluid between the chest wall and the lung called a pleural effusion â this in turn causes shortness of breath, chest aching, discomfort and heaviness.ancer that has spread to the lungs may not cause any symptoms or it may cause. 1  A cough that doesn't go away. 2  Shortness of breath. 3  Chest infections. 4  A build up of fluid between the chest wall and the lung called a pleural effusion â this in turn causes shortness of breath, chest aching, discomfort and heaviness.