My latest injury didn't come from training, but from accidentally falling off some bleachers at a sports centre. My martial arts saved me in the 2m fall as I was able to break fall, but unfortunately I fell sideways and my right foot remained on the edge of the surface. My shin went one way, my thigh went the other and I've ended up with a grade III MCL tear.
The first step is identifying the problem; any knee injury get yourself straight to the hospital. I made the mistake of going to my doctor and waiting on ultrasounds and referrals for an MRI. I ended up walking around on it for 10 days when I should have had it immobolised straight away.
Luckily I have a great physio who was able to do a bit of needle-work on the tendon to set it off healing again and has got me in a brace for 3 weeks. I'm expected to make a full recovery.
The 2nd step is finding a way to train despite whatever injuries you may have. Fitness is my life and I expect injuries to happen as a result, but on the positive side the experience always benefits you as a trainer and inspires you to think up new ways to train!