Anyone who has been consistently exercising will know that an injury is bound to occur eventually. As a personal trainer, I see injuries all the time, the most common of which being knee, lumbar (lower) spine and shoulder injury.
One of the worst things that you can do when exercising is to aggravate an injury. Many people who train can succumb to the temptation to "work through the pain", no matter how small it may be, just to get maximal results from that particular workout. I must admit that I have been guilty of this myself in the past, being so dedicated to my training. But what about the long-term implications?
Well, think of it this way. A small injury can quickly manifest itself into a long-term setback that could put you out of your training regime for months. Yes, I have seen this happen. The way to aggravate an injury is to needlessly work through the pain when exercising.
So the point: if you ever experience pain when exercising, STOP! It's as simple as that. Pain is your body screaming out to you, "SOMETHING IS WRONG!!!". If the injury significant enough, get it checked out by a professional (don't self-diagnose) and take the appropriate steps to rehabilitate that area of your body.
One note, some forms of injury rehabilitation will be painful, especially when you are beginning. So if that's the case, then that's what you will need to endure in order to recover from an injury. However, above I am referring to an undiagnosed pain.
Here's an interesting article we have available about how to approach an injury: