I have to agree with paracowboy on two points: get thee to a Running Room, and don't stretch cold muscles. I have bought a lot of good gear and gotten excellent advice at the RR (plus military pers get a 10% discount there). They take the time to ensure that you get the types of shoes that YOU need, not what they want to sell you. They have shoes in a variety of price ranges, and with the discount (and even without it) their higher end (~$200) shoes are cheaper than the big sporting good shops.
As for stretching, I rarely, if ever stretch before going for a normal run. I'll run for 5-10 minutes (easing into the run) and then go through a variety of stretches for the parts of my body that I know need it. Dynamic stretches (moving slowly, but not bouncing) are the "in" thing right now, so I would recommend reading up on them (Runners World, Men's Health, etc websites will get you in the right direction).
A rule of thumb for beginning runners is to only increase your distance by 10% per week, to avoid injury. Another "trick", as first advocated by John Stanton, who started the Running Room chain, is the "10 and 1", which means run for 10 minutes and walk for 1 minute. You may have to start with 1 and 1, and then increase it as you progress. While walking, take the time to drink water and give your "running muscles" a break. Believe me, it works: the furthest I had ever run (in one go) was 10km. After following this routine, I am able to run 20km+ (with the walking breaks about every 15mins). Nobody can ever tell you that you're not allowed to walk while you are running. In fact, people do this when running marathons. No, you won't win the marathon, but it will allow you to FINISH it. Running is a very mental thing: people normally give up long before their bodies would ever quit, because they allow their mind to let them down.
Don't get discouraged if you can't run 10km in 40 mins (I can't). Keep pluggin away at it, and eventually you will look back and laugh at how hard it was for you to do your first run. And music definitely helps keep you motivated, so think about investing in an MP3 player if you don't have one.
Have a good one,
AL