2 main causes for shin splints
too much too soon, and the wrong shoes are the top reasons people get shin splints. Never increase running distance more than 10% a week.
If your pain is high, near the knee, on the outside of your shinbone, then chances are it is from overuse. If your pain is inside above the ankle it can be either one or a combo of both causes. Hard surfaces and hills will aggravate the problem. Get fitted for a set of running shoes at a running store, it is worth the $. It actually dosen't cost much more than Sports Authority where the staff aren't as knowledgable.
You can get neoprene wraps which help with the pain but will not prevent shin pain. Ice and massage your shins before and after running and cut back on your milage until you feel better. Also jumping rope makes this worse so be careful while you are healing. To massage get some linement or oil and work your thumb along the shinbone appying even firm pressure, then move your thumbs to the back of the leg like you're spreading butter with a knife. Don't press too hard but it should hurt a little if they are really tender.
Hope this helps. I have had these for years, and one of the guys I train is having a problem with them right now.
VK