Hi Lynda,
I had my allergy tests done recently too.
They first did a multiple test of the "pinpricks" on both arms. You wait for 30 minutes (or so) then they take a measuring device and measure the amount of reaction and make notes on a paper. Then, they did a second test, injecting the ones that I had the biggest response to, to get a second set of numbers/measurements. It really isn't "painful", just a little bothersome at times, and having to sit there and not move your arms during that time.
I found out that I'm allergic to something that is found in paper products (a mite?)....which would explain why my nose starts running everytime I walk into a Barnes & Noble!
As for when/why....They started that on me as a kid...I doubt it was because I was SOB, probably more the runny nose stuff. However, now, the allergies do make me SOB, the extra mucus/histamine that produced drips to your lungs and makes them worse and more inflammed and congested.
It would be a good idea to get the full test if I were you - certainly would hurt....especially since most CFers have these issues.
Good luck, keep us posted <img src="i/expressions/heart.gif" border="0">