Found this at:
http://www.fitstep.com/Library/Info/Cardio_fitness1.htm
thought it was good info-
Cardio and Weight Training
The best way to incorporate cardio into your training is to do it in a completely different session then your weight training. If you plan on doing both weights and cardio in the same session, do the weights first. There are two major reasons for this:

First, doing cardio before weights will pre-fatigue your muscles, limiting your weight training. Doing cardio after weights will not.
Second, weight training will serve as a sort of pre-exhaust for cardio; lowering your blood sugar and allowing you to burn fat immediately after you start cardio. If you do cardio first, it will take about 20 minutes before you really start to burn fat.
Dean