I get really out of breath when I run. Should I just endure it, or should I run until I get tired?

I know the first thing people are going to say is to go to the doc and get looked at. I have been looked at, and I have mild asthma. I have the inhaler, and I use it before I do anything that might make me get out of breath. But sometimes it doesn’t help completely. I got looked at again, and the MD says I’m just out of shape and I need to run more. I try to, but I get out of breath. So should I just run until I get out of breath, or should I keep going and remind myself that it’s making me stronger?