Do i need to keep taking deep breaths every time the doctor listens to my lungs?

Just a few breaths: To help a doctor listen to one's lungs, one can take big breaths through the mouth (without making noises), a few times while the doctor is listening to his back, and another few times while the doctor is listening to his chest. Then a patient can go back to normal breathing while the doctor is listening to his heart. Usually, the doctor will tell the patient when to start taking the big breaths.

Lung examination: The doctor will usually tell you when s/he needs you to breath deeply during examination with stethoscope. You can usually breath normally the remainder of the time.