First I should say talk to your coach.  What most people refer to as shin splints can actually be a couple of different problems. If the pain is right smack dab in the middle of the shin bone that usually indicates what should be referred to as shinsplints.  This is an overuse injury, or doing too much too soon with muscles that aren't quite ready.  Rest a little, ice a little, stretch and actually you can help strengthen by putting your toes of one foot at atime under the lip of a couch (if you do not have that type couch put soft weight on top of your toes (cloth bag or pusre with a little weight maybe), and keep your heel on ground and lift toes. Do a few reps.

If the pain is slightly to the side of the shinbone chances are it is over pronation, or in rare cases supination that is misdiagnosed and put in pronantion control shoes.  Go to a technical running store and see what they say.  If anything I say helps  STILL talk to your coach.  If you do not have one, and have further questions you can feel free to e-mail me.  Train well.