Originally posted by: jtusa
Go to a shoe store that does a gait analysis and fits a proper pair of shoes that's designed for your foot/ankle type. I had custom inserts/orthotics made by a podiatrist and they didn't do a thing for, in fact, I'm convinced they made the problem worse. The magic fixes for me were the shoes (I noticed an instant improvement with the new shoes), icing down my shins after every run whether they hurt or not, and slowing down my running pace a little until my legs toughened up.
As was stated before warming up is important, 5-10 minute walk before you run. Stretching is important as well, but don't stretch until after your muscles are warmed up (after your warm-up walk or a few minutes into your run), and be sure to stretch very well afterwards, before your muscles cool down again. Make sure you figure out what's causing the splints too. For me it's my feet, I have freakishly high arches.