Then take a small brush and dab a little paint over the area. Don't "glob".... just kind of "prime" the area with a coat of paint.
If you have rust on a steel door, you need to sand the rusted area smooth, wipe it with mineral spirits and then prime it with a primer specifically designed to seal the rust BEFORE you paint. Ask...they have it!
This is also a good time to remove any old kick plates, door knockers and such you might want to get rid of. Just remove them, fill any holes with wood filler, let it dry, then sand and prime. This may add a little time to the process, but this is the time to do it!
Some kick plates and knockers are applied with adhesives...just pop them off and then use mineral spirits to remove the adhesive stuck on the door.
And of course, if the door is "raw wood" or has never been painted, you will want to use a good exterior primer on the entire door before applying your paint! You will want to tape BEFORE you do this!
Tape off any windows, peep holes, hinges, knobs, etc. I have found the green "Frog" tape is totally awesome. A little more expensive than regular ole' masking tape, but really worth it in the long run.
TAPE OFF THE HINGES! Nothing is uglier than painted hinges...unless they have already been painted...then whatever! Easiest way to tape a hinge is to lay a piece of tape over the entire hinge, then take your utility knife (with a VERY sharp blade) and trim the hinge...presto! Also, make sure you run a piece of tape down the edges of the door you won't be painting...that way you don't risk making a mess on the inside white edge of your door when you are painting the outside that funky bright color!!!