Should pain ever stop you from working out?

I've been exercising for almost 2 weeks now and everythings been going hunky dory until this last friday when I started experiencing really painful chest pain. Right now I'm focusing on doing cardio and I jump rope for about 25 minutes. I've been gradually increasing the amount of time I exercise so that I don't force my body and become sore. I'm 18 years old, weight about 183 pounds and I've never been diagnosed with asthma, so I'm pretty sure this is not the case. Is it common to experience this pain on your chest some time while jumping rope? Should I continue exercising or take a break until I feel better?