When we inhale air,all the gases in it also enter our lungs. We have externally no selective mechanism to inhale only oxygen. In the terminal region of lungs, the alveoli ,exchange of gases takes place. The haemoglobin in red blood cells has an affinity for this oxygen present in the inhaled air and it is immediately absorbed. The rest of the gases are sent out during exhalation. Oxygen is vital to our body functions. so the body takes what it needs and rejects the rest.