Definitely run before weight-lifting, it's a good warmup. If you're lifting heavy weights, there's no way you can run after (I can't when I lift heavy, at most a short jog to stay loose). What lifts are you doing? I'm concerned about your knees hurting, that shouldn't happen. Any hurting that goes beyond general soreness means you're doing something wrong, whether it's bad form or too many reps or too heavy too soon.
It sounds like you're doing a good workout on every weekday - do you run on the weekends too? I'm trying to lose fat too, and I have found that I can't take days off of exercising, because I will eat the same number of calories even though I didn't burn extra (I try to eat less, but I get so hungry I can't do it).