Before you start running, you should warm your body and get it ready for the stress of running. Proper warm-up consists of walking and light jogging to get your body started in adjusting to the stress of running, some light stretching, and then more light walking and light jogging to finish getting your body ready for the stress of your running or walking. Slowly increase your speed until you reach your desired pace for the run. The following site discusses this in detail.
This video illustrates the principles of warming up.
Here is another site that gives good ideas on warming up.