Getting injured is a dreaded but not uncommon side effect of maintaining an active lifestyle. There are ways to protect your body, though, most of which simply involve activating your common sense. One big cause of injuries is pushing yourself when you're already exhausted. For example, most skiing/snowboarding injuries happen during the last run of the day because people push themselves past the point of being able to maintain good form and make good choices. When you're tired and getting sloppy, even the most experienced athletes can make mistakes and end up injured, so if you feel like your body is telling you to stop, then stop.
Maintaining good form at all times is also important. It's easy to zone out while running, but it's important to stay mindful of how your feet are hitting the pavement - you don't want to hit too hard or hit the wrong part of your foot first. You can be "in the zone" but still consciously aware of how you're carrying yourself and practicing your activity. Always make sure you take a day to recover. Whether you're training for a specific event or just doing your regular routine, make sure your body is getting sufficient amounts of rest, by way of sleep and not pushing the hard workouts every day of the week - give yourself a break once a week. Pushing your body to the breaking point can lead to injury if you don't allow yourself some recovery time. Staying hydrated and eating well will also aid your body in its recovery efforts. Use your common sense - if something hurts, stop, and consult a trainer at your gym or a sports medicine doctor, or seek out other knowledgeable individuals who can show you how not to get injured.