This is not the most common thing to do, but still common enough to have its own name. This technique is called Guard Assertion. You can find a detailed description of it on page 490 in the excellent book xUnit Test Patterns by Gerard Meszaros (highly recommended).
Normally, I don’t use this pattern myself, since I find it more correct to write a specific test that validates whatever precondition I feel the need to ensure. Such a test should always fail if the precondition fails, and this means that I don’t need it embedded in all the other tests. This gives a better isolation of concerns, since one test case only verifies one thing.
There may be many preconditions that need to be satisfied for a given test case, so you may need more than one Guard Assertion. Instead of repeating those in all tests, having one (and one only) test for each precondition keeps your test code more mantainable, since you will have less repetition that way.