Having run 4 years of college track and having any of a wide array of shin problems, my suggestion to you is something we started doing my Freshman year: Contrast baths. This isn't something that will
immediately help with reduction of pain, but it will lessen and reduce the amount of pain and swelling for about half an hour.
This should only be used AFTER a practice or workout (especially one that is particularly painful or before a contest) and at most ONE TO TWO TIMES A WEEK!
(These procedures assume you have access to 2 whirlpools [best option] or 2 tubs [if whirlpools aren't an option] of some sort.)
1) Fill two pools, one with hot water (100 degrees+ is best) and cold water (Cold, really cold, like 45-50 degrees cold. The bigger the "contrast" the more this is going to help in the end.)
2) Start in the cold bath for 1 minute. This is going to feel very, very cold and sting quite a bit. Try not to hyperventilate etc.
3) After 30 seconds IMMEDIATELY switch to the hot bath for 30 seconds. This may sting and be slightly uncomfortable.
4) After that, skip back to the cold whirlpool again for 1 minute.
5) Do this rotation a total of 3 times ENDING ON THE COLD WATER! This is important as it is meant to keep the swelling down.
The big thing about a contrast bath is that it alerts the body part that something is wrong, the drastic changes in temperature cause blood to flow in and out very, very fast. Meaning you'll get a rush of nutrients to the offended area and ending on cold will reduce the swelling/inflammation and the pain (it should feel as if you have absolutely WONDERFUL legs after doing this, no pain from anything. Mine always felt remarkably fresh afterward.). After about 2 weeks of this you should notice some decrease in the pain. It is important that you TAKE CARE OF YOUR SHINS as has been said here. The best thing to do is to stretch them.
Here's some visuals to help with the stretches. And remember, if it gets TOO BAD YOU NEED TO STOP. Stress fractures suck, I speak from experience and seeing people with them.