Bleh...shin splints. I'm pretty lazy about warming up, so I'll often get shin splints if I use a treadmill for more than 30 minutes, especially by about the 3rd or 4th day of continual use.
Many experts and physiologists recommend stretching, icing, compression, elevation, or just plain old rest to "fix" shin splints, but to me they aren't really
preventing anything. They're treating a symptom, but not
eliminating the cause.
What I've found is that the ankle dorsiflexor muscles end up injured due to disuse and/or a lack of conditioning injury. Shin splints are referred to as MTSS, and this muscle group has been identified as the key source of pain/injury.
I.E. If I don't train it and maintain it like any other muscle/tendon group, I end up paying the price.
Rather than type out a long response, I'm going to give you some links that I think you'll find useful for conditioning your dorsiflexor. If it's already injured, you might need to recuperate (rest, ice, compression, elevation, etc) first, but after that you'll be able to build a foundation that will hopefully allow you to do what you enjoy without the pain:
shin splints treatment | preventing shin splints | shin splints exercise | Sports Injury Advice
Stretching and exercise: how to prevent shin splints.: iVillage
Shin Splints and Shin Splints Treatment