I was diagnosed with asthma in high school (which is another story on its own) and thought I'd share some of my tips in case they help any of you out. There are varying kinds and degrees of asthma, so this is something to think about and not take as gospel. I have mild/exercise induced asthma caused by hyper-reactive airways.
When I first started running, I'd only run in the gym because I was worried about having an attack, and I wanted people to be around, just in case. I actually have found running to really help my asthma. The lung contains various muscles that are used in the breathing process, and increased exercise helps to strengthen those muscles thereby making breathing easier.
1) I always take a couple puffs from my inhaler 10-15 minutes before running. It helps to open things up so more air can get into my lungs.
2) When training for any sort of distance running I'm not a fan of treadmills. Its very different to run outside. That being said, treadmills are great for building endurance, working on breathing, asthmatics. First because if anything happens, there are people around. Second because its a controlled pace which will get your body and lungs used to the exertion. Third, you're not working against the air quality which is killer for asthmatics. I would build up a couple miles on the treadmill before running outside.
3) Watch your pace! I have a bad habit of going too fast in the beginning and then the wheezing kicks in later when my lungs give out. As you build endurance/distance, your pace will naturally increase. A good rule of thumb is that you should be able to hold a conversation at whatever pace you're at. I sing because it helps me keep pace. Even mouthing the words (so I don't look like a total loon) helps me to make sure I'm not gasping for air.
4) Remember biorhythms. You control your heart and lungs. Pay attention to your body. I know when I can feel my "heart in my throat" that my heart rate is too high and I need to slow it down. I also recognize that tight feeling in my chest that means an attack is coming on and I need to really focus on my breathing to keep it at bay.
5) Recovery. One of my biggest problems is recovery. I can't go from running a 10 minute mile to a dead stop. I'll start having an attack almost immediately. Make sure you slow yourself down gradually, keep arms moving, etc. and bring your heart rate down before collapsing.