Warm up and warm down once you finish to prevent aches and pains tomorrow
A warm up for some people may be a gentle jog for 10mins, for someone else it might be a walk... as granty says though, don't be afraid to take walk breaks inbetween stints of jogging if you find you're struggling to jog non stop. Over time you'll soon find the need to walk lessens and the running will become easier (or faster...)