Shin splints are one of the most complaints a new runner will experience and many times it is just an adaptation to the rigors of the sport due to an underdeveloped anterior tibialis muscle.
A few things you do want to do are:
1. Get fitted for running shoes if you have not done so.
2. Make sure you are allowing adequate recovery between runs (as a new runner running every other day will suffice).
3. If you can vary your running surface (concrete tends to be most taxing on the muscles and joints) that may help.
4. Ice you shins after running (never before as you do not want to mask any discomfort during the run itself).
5. Do the stretches below when you are not running as these will help develop your anterior tibialis.
6. If you ever feel a sharp pain or you can not bear weight, stop running and see your doctor as a more serious condition known as a stress fracture can mimic shin splints.
Sit in a chair with your leg extended in front of you. Trace the alphabet in cursive with your toes trying not to break the rhythm. Do this on each leg 3-5 times, 2-3 times a day.
Put marbles on the floor and pick them up with your toes and place in a cup. Do this 1-2 times daily with each foot.
Place a towel flat on a wood/tile floor. Sit in a chair and then use your toes to scrunch the towel in a heap. Do once on each foot daily.
Fill a tube sock with gravel or coins (that you find on your walk/runs....LOL), seal with rubber band. Sit down and drape the sock with the coins or gravel equally distributed over your foot....then lift your foot toward the ceiling. Do this 10 times each foot several times a day.
You do not have to do all these exercises, I just gave several options, but you will want to do these to help strengthen the lower leg.
HAPPY SPARK RUNNING!