I think that's excellent you've taken up jogging. Hopefully it helps a lot with quitting smoking! I remember talking to some rugby team mates who used to smoke and they said something along the lines of "eventually it made no sense. Smoking and trying to keep fit just don't work, one had to go." Being able to bust out a 5km while still being a smoker is impressive! I feel you on the goal issue with jogging though. At a certain point I just get bored of the running. Weightlifting is at least done very quickly in that sense!
Yeah, they're completely incompatible. The problem is that people sometimes reward themselves for jogging with a big fat cigarette (I used to go jogging with a housemate who would follow up a 10k jog with a trip to McDonald's, in the same vein).