Injuries are usually the result of repetitive forces that result in 'micro trauma'. or improper form or over training. The damaged tissues become inflamed and painful, and swelling and a loss of function often result. Continuing to exercise or train leads to a vicious cycle and the injury becomes chronic. Common sense can prevent many sports injuries. Some ways to prevent sports injury are listed below

Identify the risk factors associated with injury, and modifying them where possible, it should also be possible to decrease an individual's total injury risk, by increasing dynamic stability and the joint's ability to withstand untoward force.
Consequently, preventive conditioning usually includes exercises designed to improve general as well as sports specific fitness, often focusing on areas of the body that are at high risk of injury, either because of the sport, or what the individual brings to the sport (in terms of fitness, joint mechanics, etc.)

Undertake a good stretching program and proper warm up for limbs before and after exercise/play and a comprehensive conditioning program to develop flexibility, endurance and strength. Stretch both before and after your workup, but warm up a little before stretching.

Never heat an injury unless you have been given professional advice to do so. Ice and compression is the first treatment that should be considered, then rest and elevation.

Rest: Once a week take at least 48 hours off between training sessions. By incorporating a day of rest and cross training, you lessen your chance of injury.

Strength exercises should be done in sets of 3-5 with 10-15 repetitions per set. Taking time to stretch and strengthen different areas of the body can make exercise more enjoyable & less stressful.

Be careful about increasing your workout time or mileage too much too soon. If you're over- training, you risk injury.
The general rule is that you should not increase your mileage (cardio workout ) by more than 10% weekly.
Also, watch your form while exercising. To maintain proper posture and efficiency, hold your head high. Relax and avoid tensing your muscles.

Listen to your body. While some muscle aches or discomforts are to be expected when you push yourself, pain is not. Pain is your body's way of telling you that something is wrong. If you continue exercising through pain, you risk injury. And if you have an injury, take some time off. You risk more damage and your recovery will take longer if you don't!
Invest in good quality shoes for your foot type. You are setting yourself up for injury if you don't have the right shoes or if you fail to retire your shoes after 300-500 miles. Avoid running shoes with a heel counter that is "too" high. Also, avoid running, jumping, skipping on hard surfaces like asphalt and concrete.

In vigorous activities, go through a cool-down period. Spend five minutes doing the activity at a slower pace. For example, after a run, walk or walk/jog for five minutes so your pulse comes down gradually.

Once the injured area begins to heal, do M.S.A. techniques. M.S.A. stands for movement, strength, and alternate activities.
M --- Movement - Work at establishing a full range of motion as soon as possible after an injury. This will help maintain flexibility during healing and prevent the scar tissue formed by the injury from limiting future performance.

S --- Strength - Gradually strengthen the injured area once the inflammation is controlled and a range of motion is re-established.
A --- Alternate Activities - Do regular exercise using activities that do not strain the injured part. This should be started a few days after the injury, even though the injured part is still healing.

Article contributed by http://www.womenfitness.net