When I got 'em, after recovering from a broken ankle that changed my running gait, I ignored my shin splints and carried on playing rugby. I quickly entered a whole new world of pain called compartment syndrome in my lower right leg and foot. Not funny to take your boot off after a match to find your foot has turned deep purple. Lost an entire year's rugby as a result.
Rest, Accupucture and physiotherapy saved me. Orthotics put me right and I now run in stability/motion control shoes, and use inserts in my boots and cycling shoes.