The rounding of first order phase transitions by quenched randomness is stated in a form which is applicable to both classical and quantum systems: The free energy, as well as the ground state energy, of a spin system on a $d$-dimensional lattice is continuously differentiable with respect to any parameter in the Hamiltonian to which some randomness has been added when $d leq 2$. This implies absence of jumps in the associated order parameter, e.g., the magnetization in case of a random magnetic field. A similar result applies in cases of continuous symmetry breaking for $d leq 4$. Some questions concerning the behavior of related order parameters in such random systems are discussed.