I've had a bit of shin pain before now, and have managed to cure it quite quickly. You need to follow RICE-
Rest- scale your training right back for a week, or cross train by biking or swimming to maintain your fitness
Ice- pop a bag of frozen peas on it after each run for about 20 minutes
Compress- try a pair of compression socks or pop a tubigrip on it
Elevate- when you're icing it, pop your foot up on the sofa so it's raised
Also, I tried doing toe raises- stand with your back against a wall and your feet about a foot away, then keep your heels on the floor and raise your toes. I did 3 sets of 20 toe raises every night before bed and my shin splints were gone in no time 