From what I understand pain in the shins is called shin-splints. And it's caused by stress of hitting a hard surface without enough cushion to soften the impact. My father also suggest running in the street over sidewalk, dirt path over paved. . . He says that he can't run on the sidewalks for any length of time, but paved road is 'softer'. Might want to try that, but he says if it's your shins, stretching won't help. . .
Oh one other thing you might want to try is a warm bath right after -- this will keep the muscles warm.
