Shin Splints or Not?
I would be careful not to immediately diagnose these as shin splints.
First of all, do you feel pain and burning all the way up your shin or in a concentrated place. Does it hurt afterwards? Does it hurt when you begin and end but not after you've been running awhile? Do you have low arches or flat feet?
All of these are important questions. You should see a doctor and make sure it's shin splints. Shin splints will cause swelling between bone and muscle and can often feel like "radiating" discomfort or paint up the shin.
If it only hurts in one place and one leg, it is possible you have a stress fracture. In this case, if you see a doctor, he/she may ask you questions about your activities and may give you an MRI or a bone scan to ascertain damage. You may be off running for up to 3 months. In this case, it *will* get worse and more painful. I had this, and it started as discomfort and moved into pain. Stress fractures result often from quick progression of activity level or overtraining. They also result from low arches, flat feet, and lack of adequate cushioning/insoles.
Shin splints can come and go and do respond to ice and everything else listed. Sometimes massage therapists can detect this, due to swelling in the muscle and "nodules" along the bone.
To be safe, I'd go in to a doctor for a first opinion. As a second opinion, you'll probably have to meet with an orthopedic surgeon--this is pretty common.
The other option is to make other changes, then see if it gets better or worse.