Running is not a good daily workout. It's a high impact exercise that's hard on your body! If your shins are hurting, then it's likely shin splints, a repetitive use/stress injury like carpal tunnel. Definitely DO NOT work through it.
Are you wearing properly fitted running shoes? If not, it's time to get some. I used to suffer from major shin splints until I got properly fitted. Running in broken-down tennis shoes is a great way to hurt yourself. :)
How long have you been exercising? It doesn't sound like it's been long. It's best to build a good walking base before taking up running. It's not really a beginner exercise. :) You need to be walking consistently for at least a few months before trying to run.
You may also want to turn down the speed on your treadmill; it's easy to overstride and go too fast on the treadmill.
Running (especially for beginning runners) should not be done every day; you need to rest to let your body heal and recover from the stresses it places on your musculoskeletal system.
Runner's world has a GREAT video that explains what shin splints are, and how to deal with them. It's also important to get them checked out; there's two kinds of shin splints, and one is a potential stress fracture.
Never run through the pain.
Here's that video: www.runnersworld.com/injury-prevention-rec
Edited by: DRAGONCHILDE at: 6/17/2013 (11:30)