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Shin splints is a catch-all term for pain along the front of the lower leg, and actually refers to a handful of mostly minor compalints. The most common causes of shin splints are running on hard surfaces and running on the toes, though overpronation can also cause shin splits.
If overpronation appears to be the culprit, a good pair of pronation-control shoes may be your simplest solution. In all cases, cut back on training and try to stick to soft surfaces like grass. An over-the-counter anti-inflammatory can be helpful if the cause is tendonitis.
Be cautious, though; more serious injuries – like stress fractures – can have the same symptoms. If your pain is significant or persists, see a doctor.