Warming up by running slowly isn't that good as you actually get more shock - better to walk quickly...
try interval running - jog 100 paces, sprint 50, gasp, recover breath, repeat - brilliant for building up fitness quickly.
climbing out of the saddle on the bike whilst spinning instead of grinding is good for stabilising the knees, your running will be a lot more 'bouncy' next time out.
don't be tempted to run junk miles
decent shoes with the right support help the knees/ankles - but that is not always relate to the amount of sole padding - get someone to watch or film so you can see how stable you are when running in a particular shoe.
running with a head cold is OK, but definitely not with a sore throat.
choose a loop from your house so you can't duck out early...