btw, I am not claiming that I am doing anything internal. couldn't tell you what internal is other than what I ate at dim sum.
Breathing mentioned in internal arts is simply another method of conditioning and strengthening some parts of the body that you normally don't have access to. Later the breath doesn't matter. (Btw, I'm not at that stage, not by a long shot!
The thing about breath affecting your "internal" pressure is a good start though.
Just get someone to show you the basics of what is being conditioned, how to condition it, etc.
There's a gazillion different ways, but there are more efficient ways, more subtle ways, softer ways, harder ways, more sophisticated ways etc etc.
Oh, thighs burning in the beginning is a given. The fun starts once you get past that stage. Once your back and crotch start getting sore, then it really starts to get interesting