I'm currently training for a Half-marathon (13.1 miles).
Slomoe, Go to a running store (not Foot Locker or Shoe warehouse...a true running store). Tell them your shins hurt when you run. They can show you the right running shoe for you. Kind of like having the right rod and reel combo, you need the right shoe for the way you legs pronate when you run. Also, they are about the same as you would pay for "running" shoes at Foot Lock, etc.
Getting the right shoe made my shin splints and knees problems go away.