I hold my breath at the canter sometimes. I used to more at the trot, but then I'd get awful side aches so I managed to break myself of it at the trot. The only advice that I can really give is to consciously remind yourself to breathe. Shoot, I've been known to ride around muttering to myself "Heels down, elbows at hips, thumbs up, back straight, breathe, chin up, watch heels, keep breathing..." It takes a while, but soon it becomes habit just like the rest of equitation.
A stubborn horse walks behind you, an impatient one in front of you, but a noble companion walks beside you ~ Unknown