Heavy Lifting First?

This is possibly a stupid question but I have decided to start adding in heavy lifting I found a program at bodybuilding.com that sounds easy enough for me to understand and follow. But my real question is if I want to continue my cardio it helps keep me focused and I like the way I feel sinceI quit smoking almost two weeks ago I can see the improvement already. Not to mention I dont have a car so I walk 2 miles to work one way five days aweek so untill it gets fixed I kinda have to keep going. I am wondering if that will be ok to add in with weights four times a week? Or if when I get to the gym if I should do a mini break to recover before beginning my weights?