Along with what cleveland clinic said.....
They could be PVC's or PAC's (atria or ventricles). It could also be Atrial fibrillation. How long do they last? Next time they happen, tap out onto a table the rhythm (drum beat) your feel and write the beat rhythm down. This will help your cardiologist in diagnosing. Do you feel pain or pressure accompanied with the arrhythmia? If you do not feel pain, then it is unlikely ischemia. Ischemia means that the tissues of your heart are not receiving enough oxygen to work properly. If you do not feel pain, or pressure, or lightheadedness, or tingling, or dizzyness....then I would try to ignore the little buggers until you see your cardiologist. Also sleep on your right side, monitor your pulse when exercising and be sure to replace lost electrolytes. One of the primary reasons for arrhythmia's after exercising is hypokalemia (low potassium) so be sure to eat a banana before working out and drink gatorade during as well.
As for the sudden death thingy...If someones heart is in A-fib, then all of the blood going into the heat, via the atria, is not being pumped out. That pooled blood remaining in the heart begins to clot. If that clot is passed through the left ventricle, it could go to the lungs causing pulmonary embolism, or go to the brain causing a stroke. How old are you? It might not be a bad idea to take 81mg aspirin daily. Be sure to talk with your doctor before starting aspirin therapy however. It sounds like to me that you should get a stress test done soon though. To rule out anything more serious than an electrolyte imbalance...
I am not sure that PVCs increase the risk for sudden death except if they occur in close succession and in patients with decreased heat function. IF they occur with exercise ethey may be a marker for ischemia, especially if accompanied by chest pain or pressure. In this case I would suggest that you stop exercising and see your cardiologist for a stress test.