Working with clients I often hear about aches and pains. I shouldn't just say often, I should say pretty much everyone has a sore knee or an aching back or a bum shoulder...something. I know the feeling, if I run too much during the week, my knees are a bit achy. Some of it is natural soreness after a good workout (You don't have to be sore to have a good workout - you might - but you don't have to. That's another blog topic!) but it also might be an injury due to overuse.
The first step is to identify if it is soreness or if it is a true injury (which will include pain rather than soreness). One way to treat both ailments is rest. Help to prevent both by resting your muscles adequately and work them in different ways throughout the week. This is why many people who weight train split their workouts by working different body parts on different days like Monday work Chest and Triceps and Tuesday work Back and Biceps. Or if you are a runner, make sure you don't run all 7 days of the week. Make sure you have at least one true rest day in there and do some cross training, do another type of workout in between running days.
When you work your muscles with any kind of resistance, they are actually tearing. When they repair themselves after your workout, that is when they are becoming stronger! If you don't give them a rest for 48 hours after a tough workout, they might not repair all the way and you'll just keep tearing them without letting them get stronger. This might be why you aren't seeing the results you want and might cause an injury.
Make sure you warm up properly before your workout, don't weight train the same muscle groups on back to back days and give your muscles adequate rest time.