First of all, don’t be discouraged, as this is a perfectly normal step in the training process. Anyway, the number one rule is to remember to STRETCH! It seems like 90% of the time, people who are developing shin splints are not stretching their legs. When you start to feel them, STOP RUNNING. Don’t worry about your training not being effective.. you need to stop and rest once you start feeling shin splints coming on. You can also exercise your shins; for example, walking on your heels for an extended period of time or jogging downhill. Good luck!