Generally, no. I was just having this discussion with Monte, because he often tries to work through pain.
If the pain is just the normal soreness that comes after a good weightlift (DOMS, or delayed onset muscle soreness,) you should wait a few days for the soreness to go away before lifting again.
If the pain is unfamiliar to you, or if it feels like joint or nerve pain, you should definitely not weightlift until it goes away or until you have it checked out and get the okay from your doctor.
Pain is a warning sign from our bodies that says "don't mess with me." Make sure to listen to your body, and follow its lead. In the meantime, you can do exercise that doesn't hurt (often cardio- like swimming or walking.)
