A trick I picked up while in the Army concerning shin splits:
Get a 20oz plastic water/coke bottle, fill it with water and freeze it. After it's frozen, rub it up and down your shins (with good pressure) for about 20 minutes. Sounds crazy, but provides a lot of relief.
You should also look into squatting with correct form. If your form is off I think it might affect your shins more-so than if your technique was spot on. Heels down, sit back, back arched, etc. Make sure your shit is spot on.