I assume your workout consist of weightlifting or other strength training. This mostly consist of short, high intensity exercises, which are likely mostly done anaerobic.
Running before this workout, means your body is warmed up, the activity of your cardiovascular and pulmonary systems are increased and your body has started to make sure you have enough energy to workout. So if you then start to workout, you'll basically have a flying start because you're body is well prepared.
Because the workout itself is mostly anaerobic, your body will slowly but surely create more lactic acid, because of all the glycogen that wasn't properly oxidated. So if you run after your workout, your body will take this lactic acid and start using it as a fuel and thus also get rid of it.
However, it is important that you run at moderate intensity, because you need sufficient oxygen to oxidate the lactic acid and don't want to be creating more! So generally it won't really be running, but rather jogging.
As Stefano comments: your (anaerobic) workout will deplete your glycogen storage. If you then start to jog afterwards, you'll body will have not much choice then to use fat as it's main source of energy. So jogging after your workout is a great way to burn fat, but be sure to workout at the right intensity.
Working out at a moderate intensity means you'll burn the most fat.