At first, yes.
When I first started, I would literally have to take a breath between every single note. It sounded horrible, and I`d always get lightheaded and dizzy. One time I fell over, when all I`d played was a whole note. Eventually I built up better air support.
So you`re not alone.
Just, practice everyday. If you slack off it`ll take a long time, so make sure you practice. Try this exercise before you play:
1. Sit down on a chair. Make sure your back is straight and you`re not slouching.
2. Take in the deepest breath you can, and if possible, take in more breaths on top of that. Do this until you feel a bit dizzy... but not TOO dizzy. I don`t want you fainting, lol.
3. Hold the air you have for five seconds.
4. Let it out SLOWLY. You`ll want to rush it out, since you`re not used to having that much in you and you`ll be anxious to get it out, but let me repeat: SLOWLY.
5. Repeat the breathing in thing, but this time, hold it for 6 seconds.
6. Repeat until you hold it for 7, 8, 9, 10 seconds.
7. Work on that for awhile, and see how long you can hold your breath.
8. Once you can hold it for a long time, work on trying to get that same amount in, in as short a time as possible. Then hold, etc.
Also, you need to learn to breathe from your stomach. Your shoulders should not move. Stand with your back against a wall and try breathing then. Usually the wall will force you to breathe correctly.
Within a few weeks, it should be much easier to play.