The first time my dog made that noise...the one where it's not quite a sneeze, not quite a gag, not exactly a cough, but something in between.....I wasn't sure what to think. But, it only last a few seconds and he was fine afterwards.
The phenomenon is known as a reverse sneeze. No one is really sure what it happens, but it could be from allergies or sometimes an even more serious condition. But if it happens infrequently, there isn't much to worry about.
This Pet Place article is a good place to find some more information on reverse sneezes, including ways to get your dog out of them if you are worried or if they are lasting a while.
Only one of my dogs, the one with all the allergy problems, gets this condition on a regular basis. What experiences have you had with the reverse sneeze?