When I hear the term Shin Splints, I think of the bones in my shins cracking or splitting. So when I started feeling a burning sensation in my shins while running and did some research, most people talk about a small crack in their shins that halt their running. They seemed to corroborate what I thought.
It wasn't until I stopped by the Florida Hospital Orthopedic tent after a 5k that I got a different answer. The doctor or physical therapist checked my shins out and explained that when my calf muscles get overworked, and my shin muscles aren't developed enough, the calf muscles start to pull on the shins, causing a burning sensation. When I asked what the worst could happen, he said it would just become too painful and I'd stop running.
He showed me how to stretch my shins to help relieve the pain. I would stand facing away from my sofa or bed, bend my knee back and place the top of my foot on the bed. Then I would push down the top of my foot on the bed until I felt a stretch in my shins. You can do the same thing pushing the top of your foot on the floor behind you, while standing or sitting in a chair.
After getting this great piece of advice, I started doing some more research on the condition based on what the therapist told me. I found some strengthening exercises that involved lifted my toes toward me and keeping them lifted as long as I could. There would be a burning sensation and then rest 10 seconds and do it again. Also 15-20 toe lift repetitions of 1-2 seconds in between helped too. Youtube has a good collection of videos demonstrating these exercises.
When running, it was advised to do a proper warm up. Most burning in the shins is caused by started out too fast and not getting your legs enough time to warm up. Now when I start running, I alternate jogging slowly and walking the first 15 minutes. Then jog slowly 10-15 minutes more, then start speeding it up. So a 30 minute warm up is ideal for me. I'll do some light stretching too after the first 15 minutes, that includes the same shin stretch described above.
Now every chance I get, I do my shin strengthening exercises. You can do them standing in line, sitting at your desk, leaning against a wall....the list is endless.