This seems to be a hot topic on this team lately! Shin splints are fairly common.
A couple of things that can cause shin splints--First, you may want to shorten your stride. Shin splints can happen if your stride is too long because this puts excessive pressure on your shins. Also, do you seem to be jogging on the balls of your feet? If so, this can cause shin pain too--as it puts the pressure on the front of your legs. Aim for a mid-foot strike when you jog.
There are some good articles on SparkPeople, too, and recommend reading those, too.
Best of luck and let us know how you're progressing!
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