What did you attaché the breathe behavior to? Is it an independent group? Everything in the same independent group moves with the breathe action.
Starting in Rig mode, you have to click on the BODY and add a handle to the characters Chest or where you want him to breathe. Then in the Properties panel, under "Tags", with the handle selected, you can click on the "Breathe" tag under Miscellaneous on the bottom. Then with the Body group still selected you can then add the Breathe behavior, and then in Record mode you can mess around with the settings in the Properties panel within the new Breathe behavior drop down.
hope this helps!