Bronchitis/ Pneumonia

Last week Thurday, Oct 13, 2011. I was diagnosed with Bronchitis. They prescribed me with steroids, amoxcillin, an asthma pump and Azthromycin. Today is Oct 20, 2011. I still have a little cough and feel a little woozy. No fever. The reason I am writing, I like to jog. I tried yesterday and my chest was burning and I feel like I still have Bronchitis. Did it get worse? Should I go back to the doctor? Please help

PS I am also a smoker. I have barely smoked since I had this, but when I do. I kind of feel short of breathe.