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Go to a doctor right away. There are anticoagulants which can dissolve blood clots and/or ways of physically preventing the clot from reaching the lungs.

Also an ounce of prevention: avoid extended sitting; exercise regularly.

https://www.webmd.com/lung/tc/pulmonary-embolism-treatment-o...

https://www.mayoclinic.org/diseases-conditions/deep-vein-thr...

If you experience sudden shortness of breath, call 911 (or whatever your local emergency services number is).

Taking aspirin might help, although there is no published evidence:

http://emj.bmj.com/content/22/5/365