Basically, when you lift, it puts such a stress on your body it needs recovery time. When you do cardio, it zaps all the sugars out of your blood, and you need that glucose to continue. If you want to do both, its better to lift first, because it helps in injury prevention. The other way around, the muscles will do funny things and you end up hurt.
The other thing is that when you do cardio after a lifting workout, you body goes anerobic, and uses vital tissue instead of fat deposits for energy.