There is some good advice on this thread already.
I would also add that running is something you have to ramp up to gradually.
Rather than trying to run continuously, I would strongly recommend a Couch to 5K program as the best way to get into running. www.sparkpeople.com/resource/fitness_artic
The programs work through progressively increasing intervals of running and walking, and give your leg muscles and tendons time to adapt to the impact.