Janice,
Thank you for the good information! Here's some more.
The tibialis anterior is the muscle that runs along the shin. This is the anntagonist to the calf muscle group (gastrocnemius and soleus). Strengthening and stretching the t. anterior are very protective against shin splints.
Another protection is making sure that every time you land, you touch down all the way to the heel. ("Toe-ball-heel or, snowball heel as someone here asked about once!

) This takes more effort, but it's worth it. You can even see if you look closely, that Cathe incorporates this into her cardio form. It actually starts feeling easier on the body if you haven't been doing it, but then you start doing it.
And as Janice and others pointed out, rest and bike riding, swimming or other non-impact cardio are helpful to rotate in.
Finally, working out on a springy wood floor instead of cement (surfaces in between those two have their levels of benefit) is protective, as we work out by the month, year, and decade.
-Connie