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.
Continue to try to walk more to build up your strength----but don't 'force' yourself' to the point that you're exhausted. Baby steps.
On the other hand, If I listened to my body, I'd never get up off the couch. So definitely see what your doc recommends.