Apparenlty you shouldn't stretch cold muscles and should only stretch after you have warmed up and at the end of your run. I used to get painful legs (shins) all the time when I first started out. The main thing that stopped mine was finding the correct running footwear. Have you had a gait test and got yourself a suitable pair of trainers? I also try to walk a bit before I start running, or at least do a very slow jog, that seems to help my legs and also helps keep me running longer before getting tired.