I know I usually go on my rants about what "most people don't do." However, I feel this topic is just as important as any of my other rants. Many people get hurt while lifting in the gym or at home. Many get hurt in professional sports while running or jogging. The leading cause for most of these injuries is not warming up and/or stretching before starting to really exercise. You always have those people that will just jump on a machine, or a bench, or even take off running really fast and they get injured. I see it daily at my local gym.
When lifting it is very good to do warm up sets. Warm up sets are lifts that contain light weight for you and you are able to do multiple reps with the amount of weight. You do these so that you warm up and stretch out your muscles before putting heavy strain on them. It is also good to get all the joint "creaks" and "cracks" broke loose. Stretching before running is vital because your body isn't used to going from a calm lax state to a very hard working state instantly. It would be wise to do some nice leg stretches and start off with a very light jog.
This is a video from YouTube showing an example Warm Up/Stretching session. This type of routine can benefit whether you are getting ready to do a long run or lift weights. Although I still recommend doing "warm up" sets even after doing this.
Doing these types of stretches and warming up properly will dramatically lower your risk of injury. Take the extra 5-10 minutes and make sure your body is ready for a workout.