Your dog just launched 10 feet off the bed, romped with the big dogs at the park or made a U-turn into the bushes to chase a rabbit rather than stay with you on your morning run. Now Scruffy is limping and crying in pain. Dogs go lame for many reasons -- it might be a muscle strain or a broken bone. If it's a simple fracture, immobilising the affected limb with a leg brace or splint right away prevents compound breaks (bone jutting from the skin) or internal organ damage.
Restrain the dog gently to prevent it from moving. Use a muzzle to protect yourself. A dog in extreme pain is more likely to bite, even if it doesn't have a history of aggression. Secure the muzzle but do not pull it tight to allow plenty of air.
Seek emergency veterinary care. This is your primary goal; however, use the time before getting to the clinic to apply a temporary splint to prevent further injury. Do not attempt to set the bone. All you want to do is keep the leg immobilised.
Cover any wounds present near the broken bone with sterile gauze ahead of applying the temporary brace.
Wrap an emergency splint around the leg. If it's obvious the lower leg is broken (swelling, bone protrusion) wrap a roll of clean newspaper or a magazine around the leg. The roll should extend past the joint to prevent the leg from swinging. Tape the ends to secure it in place and prevent it from unrolling. Don't make the brace so tight it cuts off circulation.
Get your dog to the clinic with the least possible movement. A sturdy box layered with towels will keep the dog from moving unnecessarily. Use a box large enough so it can lie down. If it's a small dog -- a miniature or toy breed -- carry the dog so the injured leg hangs free.
A large dog might be better off walking on three legs if it can.
If the fracture is not obvious or if the injury occurred above the lower extremities, don't use a splint. Allow your dog to find its most comfortable position and seek immediate veterinary care.