I'd also suggest something like yoga which incorporates breath control and it does work. You can do
it at home
, there are tons of youtube videos, books, CDs and MP3s, or you can
take a class which if you've never done it before, I would suggest taking one so you can learn proper posturing and such.
If you don't have access to a pool, look for a local YMCA and they have open swim hours, membership is pretty inexpensive, or you can find out if you have a public pool.