I heard this on the radio, is it true? They suggested jogging, lifting and then stretching.
This is probably what they were referencing: http://www.nytimes.com/2008/11/02/sports/playmagazine/112pewarm.html?_r=2&oref=slogin&oref=slogin
Static stretching reduces power that muscles can apply under tension. That means you’ll lift less, and that is what will lower the effectiveness of the workout (gaining strength, muscle, or whatever you’re going for).