I have them frequently also and have never had one when I was drinking. It dulls your senses and calms you down (kind of the same thing prescription Xanax does).
You can have a panic attack at anytime. Sometimes when people are intoxicated they are in a more relaxed or altered state that can change the way they respond to certain situations.
Yes, one can have a panic attack while drunk. As alcohol is a depressant, depending on the persons tolerance for alcohol, a panic attack can be exacerbated when inebriated.