It is important to concentrate on your breathing while lifting weights. it is tempting to hold your breath but this has serious consequences. It compromises blood flow to your brain, which can cause dizziness and fainting. It also increases venous and arterial pressures which makes it harder for your heart to pump blood. It compensates by increasing its pumping rate and force and will keep this force and rate even after normal breathing is returned. This causes your veins to be constricted.
The proper technique is exhaling during the lifting portion of a weight lifting exercise and inhaling during the portion of the exercise in which the weight is moving with gravity. Here is an example of how to use proper breathing while lifting weights: When squatting inhale on your way down and exhale on your way up. This also gives you a little power to get the weight back up.