I only get them when running outside and not when on a treadmill.
Before you run, lean with you shoulder blades against a wall and you feet slightly apart, 8 in. to 1 foot away from the wall. Lift yourself up on your heels, curling your toes up towards the ceiling for a set of 8-10. Then stand with just the balls of your feet on a step, lowering your heels just below the height of the step, and lifting yourself up onto your toes for a set of 8-10. Start off slow, and build up to 3 sets of 15-20 before each run. I have been following this regiment and running pain free for about 2 years now.
Before you run, lean with you shoulder blades against a wall and you feet slightly apart, 8 in. to 1 foot away from the wall. Lift yourself up on your heels, curling your toes up towards the ceiling for a set of 8-10. Then stand with just the balls of your feet on a step, lowering your heels just below the height of the step, and lifting yourself up onto your toes for a set of 8-10. Start off slow, and build up to 3 sets of 15-20 before each run. I have been following this regiment and running pain free for about 2 years now.
Also, if you can run on dirt, grass or even a boardwalk its better than being on the concrete. The treadmill has some impact absorption while the road does not. On that note, get yourself some good shoes and replace them every 300-400 miles.
This is from personal experience, but it might be your shoes. I was "diagnosed" with flat feet, so I bought shoes for flat-footed people. I would get shin splits and pull calf muscles. I tried stretching, but that made things worse. About half a year ago, I bought a pair of Vibram FiveFingers (KSO) and never looked back. They are kinda goofy looking, but I swear by them. They promote better gait and running on the balls of your feet. It takes time to get used to, but they are well worth it. YMMV.
FiveFingers KSO: http://vibramfivefingers.com/products/products_KSO_m.cfm
New FiveFingers KSO Trek (omg, I'm getting a pair!): http://vibramfivefingers.com/products/products_kso_trek_m.cfm
Back when I played football in high school I had the pleasure of working through shin splints in my first year. What our team trainer told me that I had to do to overcome this was to put ice-packs on my shins after practice and keep them there for quite some time, at least 30 minutes to an hour. In my case, my shins were pretty bad and I even tried ice baths from time to time.
So if you've got a pretty painful case, definitely try ice packs (and I mean packs with a LOT of ice, not baby sandwich bags) and get some wrap and wrap it around your legs to make it easier to keep on.
That was about 7 years ago, and I've never shin splints since.
Stretching is definitely the best way to avoid getting shin splints (or any injury for that matter). If you already have them, running backwards helps. It hurts a bunch, but it stretches out the muscles really well. I used to get them early part of high school when I ran track. Ran 1/2 to a full mile backwards after practice and never got them again.
droark has the best answer so far.
Shin splints are a strain of the soleus muscle where it attaches to the tibia, and is generally caused because the muscle lacks the flexibility necessary to support running.
Start a stretching program focused on all of the muscles in your calves:
http://www.sportsinjuryclinic.net/cybertherapist/front/lowerleg/shinsplints/stretching.php
In the meantime, limit any running that causes pain--if you overdo it, treat with RICE (rest, Ice, Compression, Elevation).
Stretch well before and after a run as the others say, get better shoes (doesn't have to be expensive, just something tailored to your particular arch support), and pay attention to how you run. Turn off the iPod and listen to your feet as they hit the ground. If you hit the pavement with heavy feet (stomp stomp stomp) then shin splints will follow. This may look goofy, but start off your outdoor runs with a speed walk then gradually increase speed to minimize your impact on the ground. Don't hit the ground flat footed, but try heel to toe, heel to toe.
Reiterating what others have said:
-Get good running shoes and replace them as necessary (every 300-400 miles). Get them from a running store that can recommend shoes for your stride and arch type. If you have very flat or very arched feet, look into getting SuperFeet green insoles.
-Stretch before and after you run. In college, my coach also had us do strengthening exercises: walk 100 ft forwards and backwards: toes up on your heals, on tiptoe, feet tilted in (on the arch), on the blade, pigeontoed, and duckfooted. These "walks" help build up functional strength in your arches and calves.
-Watch what surface you run on. Pavement tends to beat your legs up, so run on grass or gravel if possible.
-Think about taking smaller strides and landing on your midfoot, so the entire foot lands directly under your hips and absorbs the blow, NOT heel-striking where your foot lands in front of your body on the heel.
-If your shin splints get really bad, RICE treatment. Take time off, ice them, wrap them in ace bandages, and take the time to do strengthening exercises while NOT running.
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Stretch before AND after your run
Ease into it. Don't start out too fast. Also, make sure you cool down after. Accomplish this by jogging / brisk walking for a few minutes.
Try to do your running on grass, trails, tracks, etc
concrete and pavement are your shins worst friends