My guy does this too. It really does help to brush him, we purchased the furminator on Amazon and absolutley love it. It would have been cheaper on ebay, but I am still an ebay coward. We also put a fan on the floor right next to the tile by our front door. That is his favorite spot in the house now.
Have you had him for a while? When we first brought him home he would sit in front of the fan and still breath hard, even on days when it was 50 degrees out. He doesn't do it as bad anymore, we think that it is because of the altitude change
We have thought about shaving him for the summer but are worried about doing it to early(he is 10 weeks old).
This is after we furminatored him.