Shin splints = ouchy!!

Hi! I did week 2 day 1 of C25k tonight and my shins were very sore when I started eased off in the middle and are very sore again now I've finished! Have any of you had this problem and how can I stop it hurting so much so that I can carry on with my jogging? I think if I stop now I won't start again so I need to keep going!