There are 2 keys (in my opinion) that help to prevent shin splints:
1. Good shoes
2. Proper stretching
For good shoes, you need to make sure you are buying the right pair. I personally spend about 80 dollars a pair, but that's because its the shoe I feel the most comfortable with. I'd recommend stopping by a running store and get fitted out by one of the runners. They have tons of experience and will know what to get for you. If you're close to Austin, Run Tex is the place to go.
I cannot emphasize how important stretching is, especially if its for a run. From your quads down to your ankles (and especially your ankles), all of it needs to be stretched out prior to hitting the dirt. Below is a good website for some basic stretches:
http://www.mayoclinic.com/health/stretching/SM00043&slide=1
Also another good technique to preventing splints is continuously rotating your ankles. Whenever you're watching TV or posting on AWs (anything involving sitting down), rotate one of your ankles clockwise for about a minute or so. Then rotate it counter-clockwise. Repeat for the other ankle. Do this i'd say couple times a day and your shin splint problems should be a problem in the past.
Good luck!