My bloods do that when I grab them and take them out of their cages, but once I get them out them calm down and stop huffin and puffin. But if its more of a squeek, check their temperature if its too low raise it and lower the humidity if its too high. Your humidity should be around 60% and you should only raise it when you start seeing the shed cycle, give her an hour soak in warm water and check her skin for that stuck shed. It might be a start of an RI,too. Good luck!