You are already running, but there alot of pointers on starting out on www.coolrunning.com.
Also another shin exercise is : stand about 6 inches from a wall, with your back to it. Lean back until you make contact with the wall. Now pull your toes up toward your torso while keeping your heels on the ground. Return to flat footed position and repeat 19 more times,. You can do 3 sets total. As you become stronger, try one leg at a time...