The most efficient way of oxygenating — the way we all breathed instinctively as babies — is to expand and contract the lower lobes of the lungs, where the densest capillaries are available to the alveoli within the lungs. We expand the lower lobes by permitting the abdomen to extend outward as the diaphragm muscle between the chest and the abdomen contracts, flattening and pressing down on the contents of the abdomen from above. This pressure naturally causes the abdomen to expand outward, making room for the additional space needed in the chest.
For aesthetic reasons, women in our culture have typically been taught to hold their abdomen flat and tight and to heave the ribcage to expand and contract the lungs. This is not only unnatural and inefficient but tends to trigger the fight-or-flight associations with heaving the ribcage -- sympathetic nerve stimulation. It's relatively easy to retrain your breathing habits — it just takes conscious attention and practice.
Here's a video showing an exercise for diaphragmatic breathing --> http://www.youtube.com/watch?v=_TUZiiMy1iI
Here's a Web page with another good exercise where you put one hand on your abdomen and one hand on your chest so you can feel how you're moving to breathe --> http://www.anxietypanic.com/breathing.html
Here's another exercise to increase the kinesthetic feedback about how you're moving your ribcage: Put your left hand in your right armpit and your right hand in your left armpit. Hold a little pressure downward with your elbows. Now, breathe as you normally do. Look down at your elbows and notice if they're moving outward (forward) as you inhale. If so, you're breathing with your ribcage more than your diaphragm. When you're breathing diaphragmatically, your elbows and arms will move very little. The part of your ribcage that moves the most when you're breathing efficiently is the expansion of your side ribs below the sternum.
It usually takes a little coaching to get someone to retrain their breathing habits, but it's not difficult at all. I’ve done this with many people, mostly women who are frequently anxious or having trouble sleeping. For chronic chest breathers, learning to breathe diaphragmatically produces a profound improvement in their sense of well-being.