Many people have the natural tendency to hold their breath while pushing though a difficult set.  Holding the breath stops the flow of oxygen, which your muscles need to replenish themselves.  It also over-revs the cardiovascular system.

Additionally, the body simply needs to bring in the good and expel the bad.  Holding the breath keeps the CO2 in your muscles and in your bloodstream.  This can increase blood pressure, promote muscle fatigue and lead to light-headedness or fainting during preiods of intense physical exertion.

Try to keep a consistent rhythm of breathing in and out during every routine.  It will help control your pace and slow down your repetitions to give you the best results from your workout!