We have not tried this, but I do keep reading about this on several holistic sites. I just read it the other day in fact but I can't remember where. My son was dairy free until December and I have not noticed an increase in asthma symptoms with him since reintroducing dairy to his diet but he has illness induced asthma (he outgrew a dairy allergy, we weren't avoiding it because of his asthma).
Here are some sites that have some additional information I thought might me helpful:
The view of eliminating dairy and having it help varies widely through the medical field. Talk to your doctor and see what she says. Weigh the pros and cons. Like the last article says, you must eliminate ALL dairy and it takes a while for any effects to show up. Are you willing to do that? If you are and you can get your calcium and vitamin D from other sources, then it may be worth a try.