it all depends on what you think your level of progress in the gym is. If you're just starting out, you might first want to learn how to breathe. No really... in your post you indicates that you pull something in your chest when you work out. Now there are a bunch of muscles in the chest area you can injure such as the pectorals, intercostals, etc.. or even the diaphragm. Now if you find it hard to breathe, we'd need to know if it was during the exhalation or inhalation or the transition in which you feel the pain. If it's during the exhalation or inhale/exhale transition, it is most likely you pulled an intercostal muscle. These are what holds your ribs together, you can pull them by training too hard while working out, breathing wrong while working out, or even by sneezing too hard. Anyhow, to cut a long ramble short, learn to breathe right during workouts. Each exercise has a certain rhythm to the breathing: usually exhale during exersion, inhale during downtime. i.e when benching, inhale on the way down when your chest is being spread by the downward motion, and exhale when pushing the weight up and your chest is being compressed by the pectoral contraction.

Your best bet would be actually talk to a trainer - prefrably an experienced (and we all know there are some numbnuts out there that pass for trainers) one that can show you form and function for the first few workouts.