In reply to goldmember:
I'm guessing you can swim a bit already, and want to learn to swim well? Front crawl?
I used to think I wasn't breathing in enough, when my problem was I wasn't breathing out enough, leaving stale air in my lungs and not getting enough oxygen because of that.
Exercises for breathing out fully with your mouth underwater will be useful, I found I had to put a little force into it, as opposed to running where the breath seems to almost fall out.