CMJ listed out several causes for shin splints. I would also include that running too fast or too far too soon is another cause for shin splints. So, you might also consider slowing down your pace if you've just started running. Your speed and endurance will increase with time and regular practice. don't try to do too much too soon.
When you are fitted for shoes, if you continue to run, you're going to have to replace those shoes on a regular basis. The support does break down with time and when the support in your shoes goes, you'll get shin splints. In general, a person should replace their shoes every 3-4 months or 300 miles. roughly.
Also, do make sure you stretch on a regular basis after your runs. don't skimp on those stretches. Tight muscles can cause shin splints. You can read more about shin splints here. www.sparkpeople.com/resource/fitness_artic