I have shortness of breath when I gain a pound or two or when I exercise less. Is this normal?  

Possibly. De-conditioning occurs when one exercises less and less and then shortness of breath can kick in as muscles have to work harder to accomplish the same work load. A extra pound or two should not cause significant shortness of breath but if you weigh around 100 lbs then 2 pounds of extra weight will have more of an impact vs. Someone who weighs 250 lbs.
Aortic Regurgitation. Slowly developing aortic regurg can present w/ new onset dyspnea on exercise. Get an echo.