I had to learn about shin splints the hard way in track. . .  What I was told to do to avoid them was to start drawing the alphabet in the air with my toes each day.  It’s a good way to ensure you do enough of the exercise to actually get some benefit.  Apparently it’s a matter of the front calf muscles and their tendons being too weak and you have to gradually move up to more use of them to avoid the small tears and inflammation that cause shin splints.

Gizmodo has a bit more of a formal approach to that exercise that might be helpful.