Here are some exerices from
www.coolrunning.com about how to strenghten the muscles that often suffer from shin splints
Anterior leg muscles
(To treat and prevent shin splints)
Furniture Lift
From a sitting position, hook your feet under a couch and lift up with your toes, as if you were trying to lift it off the floor. Your legs can be either bent or straight, it doesn't matter. Try ten repeats of ten seconds each.
Foot Press
Either sitting or lying down, put one foot on top of the other and pull up with your lower foot as you push down with the upper foot. Hold that for ten seconds, and then switch feet and repeat. Try five sets of these.
Hope these help!!! Keep on trucking!!!