Pulmonary Embolism Support Group
By far the most common form of pulmonary embolism is a thromboembolism, which occurs when a blood clot, generally a venous thrombus, becomes dislodged from its site of formation and embolizes to the arterial blood supply of one of the lungs. Symptoms may include difficulty breathing, pain during breathing, and more rarely circulatory instability and death.

As for the exercising and feeling weird later, I don't know that that has anything to do with the meds. You might just be pushing your body a little too hard and it is pushing back. I know I had issues for about 11 months ... if I did too much, I was really tired and out of it for a while until I got some serious rest.