How do I make my quads less sore during training?

Conditioning. A combination of aerobic work (running, swimming, elliptical, stair climbing) and weight training (squats, leg presses, leg extensions) will prepare your quads for any onslaught you choose to impose upon them. Weight train the quads once weekly, and do cardio on most days of the week.
Less. Stretch them before exercise and start out slow and build up the amount of reps and weight.