Bambi, it is pretty hard to bulk up, even if you are naturally muscular. If you balance weights with plenty of cardio and a calorie deficit, you should get smaller overall, rather than larger. You might be in trouble if you did only weights and didn't watch your diet, but with a balance of weights, cardio and diet you should be able to lose and become smaller.
You're not that big, so the first order of business is to start working towards longer cardio sessions. Perhaps increase 5 mins every day until you're doing 30 mins and then 45? I'm a (heavy) smoker too and it can be difficult, but you really can make massive improvements with your cardio fitness despite your lungs. I feel that I've gotten to the point now that my lungs stand between me and further fitness gains, but I've been exercising consistently 5-6 times a week for a year. It's all about pushing yourself.
We have a whole forum for weight training. Perhaps you should come and visit with us.