Sounds right! Your breathing will get easier as your body re-learns to breathe with your diaphragm/rib cage as you hold your core firm. If it's used to using floppy-belly breathing it will feel odd for a while. Soon you'll have greater ribcage flexibility and happier intercostal and diaphragm muscles AND a firm core and you'll be amazed at how powerful you feel!
(if you have been trained in singing or wind instruments, use some of the breathing cues you learned then. Musicians breathe while holding the lower ab/core muscles firm and can toss some belly-breathing in there without losing the core control.)
One good way to practice (and strengthen) is to hold the core firm and breathe with your ribcage whenever you sit. Sitting at work, sitting at the computer, whatever. Imagine you are pressing your ribs out to your armpits or trying to stretch your bra band as you inhale. Good stuff!
"If Americans want to live the American Dream, they should go to Denmark." - Richard Wilkinson