There is a YOgi in India called Swami Ramdevji who has been holding mass Yoga classes where more than 10 thousand people come and practise yoga and get cured of many diseases in 10-15 days. I have a VCD of his showing various Pranayam and Yoga exercises. I have been following his Pranayam exercises and it has increased my stamina. I do the Bhastrika, KapalBhati, Anulon-Vilom, Bhamri pranayams. With practice, you will become proficient in these and be able to do them longer.