How do you protect yourself in sports?

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My right wrist achs a little after last weekend's execise. Maybe new players are always easy to get hurt So how do you protect yourself in sports? Is it useful to wear some kind of wristband?

I find the cotton one costs only $0.92 and looks very nice. Does it work?

http://www.opentip.com/index.php?cPa..._387_2295_2296

Any friend who ever tried this, please give me advice. Hope you have better idea and choice, or perhaps I would take the above ones and use as sweatbands if they cannot protect my wrist very well or my wrist recovers very soon.