Hi Donnamarie! I don't recommend adding ankle weights for lower body cardiovasular programs (ie: running, step aerobics, kickboxing etc.) This is much to stressful to the joints and will most likely cause an injury.
As for using them in weight workouts, you need to use caution and listen to your body. Never go too heavy or do too many of these types of workouts back to back as to give your joints proper time to recover.
If you have any kind of arthritis, bursitis, tendonitis, or are new to exercise, recovering from an injury, or are deconditioned, or are pregnant...whew, I think I covered them all ;-) then it is best to avoid using ankle weights until your current condition is no longer an issue.
If you are hesitant to use ankle weights or have tendor joints after using them, then it is best to use a very light weight and place the additional weight above the knee joint rather than below it. For example, for outer thigh lifts, you would either hold a dumbell or another weighted object on the outer thigh, ABOVE the knee of the lifting leg, as opposed to putting an ankle weight around your ankle.
Hope this helps!