We call them "sidewalk runners". You know those people who run on sidewalks and then wonder why their feet, legs and back hurt so much.
Concrete simply does not have any give. You are better running on asphalt as it has a slight give. The best surface is obviously the ground.
Running shoes help somewhat but aren't the full answer. The high tech ones are designed specifically to cut down on what is referred to as heel shock.
Heel shock is the shock wave generated every time your foot hits the ground. It generates a shock wave that goes up your body at two hundred miles an hour. Heel shock can actually break bone along the way causing micro-fractures along the tibia or leg bone. The micro-fractures heal over only to be fractured again.
The shock wave effects knees, hips, low backs and can even shake the brain in it's casing. There is some evidence connecting it to wrinkles. And that is while you are walking. Running can increase those forces.
Here are some hints:
1) Think about the surfaces you run on. Sidewalks may seem convenient but the results may be shocking to your body. 2) Buy a good running shoe. It is worth the investment like a good set of tires. Runner's World has shoe buying guides. 3) Stretch before you run. You warm up your car before driving off. Do the same for your body.
4) Consider walking. If you are continually running into trouble walking is a great exercise.