Major saidI had them often when I was a professional ballet dancer. Sit in a chair --- heels directly under knees. Lift you toes up while keeping your heels on the ground and tap them really quickly for three minutes. You'll start getting tired and want to quit after first minute. Do this every day... your shin splints will go away in no time.
Eats lots of papaya too. Strongest natural anti-inflammatory we can eat.
shin splints are the symptoms of your anterior tibialis literally tearing itself off the tibia. this imbalance occurs when your anterior tibialis is not strong enough to compensate for the strength and/or shortness of your gastrocnemeus (which is one of the antagonists of the anterior tibilialis, and this imbalance results in reciprocal inhibition - the gastrocs literally prevents the anterior tibilialis from functioning in its full range of motion). what our friend, major, suggests works, because it lengthens your calves while bringing blood flow and a simplified form of interval training to the shins.
a variation on this exercise: using a theraband to pull your toes up while driving your heel down. utlimately what is important to alleviate shin splints is to lengthen your gastrocnemeus and soleus. it sounds like you haven't been warming up/cooling down/stretching. naughty, naughty!
be careful of the papaya - papaya contains an enzyme that digests animal proteins (a defense mechanism to try to protect the fruit from insects and animals). if you have ever noticed the skin on the inside of your mouth peeling after eating papaya, it means you are sensitive to this enzyme. rather than lots of papaya, start with a serving to make sure you don't get g.i. problems or sores in your mouth/throat. aspirin, if you can tolerate it, is a natural anti-inflammatory that is calorie free and also improves the flow of your blood. also consider rubbing down with products that contain arnica.