Abdi10,
Unfortunately, there are several disorders that can cause shin pain. These include tibial stress reactions (including stress fractures), exertional compartment syndrome, medial tibial stress syndrome (shin splints), and some more rare problems such as myositis or myalgias.
Make sure you have very good running shoes or athletic shoes. They should have a good longitudinal arch support, a firm heel counter, good cushioning, and bend easily at the forefoot. You should not have to "break them in". Running shoes usually wear out for running support before they look like it. Most runners, who run every day, get new shoes about every 3 or 4 months.
Stretching of the achilles tendon and other muscles of the leg also needs to be done before and after activity. Some people ice their shins after activity also.
You can try OTC NSAIDs, if you do not have any medical problems against using them.
If these simple methods do not take care of your problem, then you need to have a thorough evaluation by a podiatrist or orthopedic foot and ankle surgeon.
Good luck.