shin splints suck.
i used to get them from walking (i walk fast.. )..
amazingly, i never had a problem while running tho.
i think the 2 most important things when running are
1. good shoes. shoes for you, your gait, etc. it really is personal, and really requires a bit of research etc.
2. being *aware* of your impact. shin splints, for me at least, but likely for most people, come from hitting the pavement too hard. so, while running, be aware of your impact, try to keep things 'springy' ... and if they start to hurt, stop running, just walk and stop and massage for a bit if you need to. start running again when/if you feel like the pain's gone. ..
definitely a prevention thing, because it is true that, once you've got em, you've just got to chill and let em heal. and that sucks
good luck.