In reply to puppythedog:
I'm well versed in shin splints - I train for half ironman distance and occasionally get them to various degrees. Here's how I deal with them:
1) Don't overtrain. It takes time for your body to get used to mileage.
2) Run your legs under cold water when you come back (e.g. outside tap)
3) Get new trainers. Make sure they're good for your level of pronation (I have extremely flat feet - for short runs I don't use my custom made orthotics though)
4) See a podiatrist about your foot position. People selling you trainers will have some knowledge, but a proper podiatrist can tell you a lot more.
5) See a physio about stretches and lower body conditioning for your biomechanics (flat feet causes stiffness in the hip etc).
6) Get on a bike and in the pool. Running lots for a new runner isn't good. Especially if you're carrying a bit extra weight.
7) Forefoot running sounds great, but be wary. If you're not a good runner, it may do you more damage than good. You will likely get stiff calfs and soreness caused by it.