Many minor injuries can be treated by using RICE, and acronym for relative rest, ice, compression, and elevation. As soon as you think you've injured yourself--be it an acute or overuse incident--apply RICE, then, if neccessary, contact your physician.
In order to insure proper healing, it's important to rest the injured area. For example, if you have an ankle sprain, you certainly shouldn't go out ofr a jog. But an ankle injury doesn't inhibit you from resistance training with your upper body or strengthening your core muscles. give your injury plenty of time to mend, but keep the rest of your body on track while it's healing.
Ice the affected area for 10-20 minutes at a time several times a day to reduce pain, swelling, and inflammation. It's best to cover the area being iced with a thin cloth or towel to prevent frostbite of the tissues.
To help reduce swelling, wrap and compress the area with an Ace or other elastic bandage. Wrap it snugly enough to support the joint but not so tightly that it hinders circulation. If you feel numbness or tingling, you've done yourself up too tight.
Raise the injured area above your heart to help reduce swelling and pain. For example, lie on the couch with your twisted ankle propped up on a couple of pillows.