i think davie you need to ease yourself into the running, doing too much too soon can hurt the shins, also if the muscles above the shins i.e. the thigh and the butt arent strong enough to carry you along you tend to thud on the ground and this results in the pain in the shin.
so if you come along to my toning class ill strengthen your thighs and butt for you
and as ninja quoted - have you got decent shoes??
keep at it tho - dont let this be the excuse not to, ive had many people come through this - indeed i had shin splints when i started - i bought better shoes and this helped me - found it happened once i started to increase the distances