I looked up reverse sneezes on the internet and I think that might be it...
This is one article I found:

Reverse sneezing is a sudden, rapid and extreme forceful inhalation of air through the nose causing the dog to make repeated snorting noises, which may sound like he/she is choking. It sounds like the dog is trying to inhale a sneeze, and it is therefore known as reverse sneezing.

Reverse sneezing is often caused by irritation of the the palate/laryngeal area. It causes a spasm in the muscles of the pharynx. Reverse sneezing is characterized by honking, hacking or snorting sounds (gasping inwards). It primarily occurs when the dog is excited, but it can also happen after drinking, eating, running, or pulling on the leash. A typical episode lasts only a few seconds, but some dogs may experience this for a few minutes and usually several times a day.

Most of the time you can stop the spasm by gently massaging the throat of your dog, or briefly closing it's nostrils until the dog swallows. In some cases reverse sneezing is caused by foreign bodies in the nasal passage (grass blades), irritation from allergies or irritants (pollens, smoke, perfumes), or even tooth root infections. In those cases you should always consult a vet.

If the dog is having repeated attacks of reverse sneezing, your vet may prescribe antihistamines to see if that helps stop the sneezing. When reverse sneezing occurs right after the nose-inoculation against kennel-cough, it would be advisable to give the dog some antibiotics. Most dogs that have infrequent episodes of reverse sneezing, can lead a perfectly normal life, because reverse sneezing is a harmless condition and medical treatment is not necessary. Although it is important not to confuse reverse sneezing with a collapsing trachea or a heart problem. In case of doubt, it is important to have the dog examined by your veterinarian.

Now he did just get the kennel cough vaccine but the vet specifically told me she was NOT going to give the kennel cough vaccine through his nose but instead gave him the shot right there in front of me...

I'm glad to know that it is not serious but I feel bad that he is having this...I hope it doesn't hurt?

Thanks for the help everyone!!