The "alphabet" thing is good. Also, you need to STRENGTHEN the Tibialis Anterior muscle. Most people overlook it and this is why shin splints are common. It's all about balance. If you work your biceps, you need to work your triceps; if you work your chest, you need to work your back. The same goes for the rest of your body and especially your lower legs. Your calves get worked much more than your shins (tibialis anterior) all-day everyday by even just walking around, so it's important to balance that workload out.
I use this in the gym a lot -->
http://www.lifefitness.com/commercia...siflexion.html
Then you can also stretch it by sitting with your legs folded under you, like a prayer position.
Had terrible shin splints in Junior High, then started doing these exercises. Never had a problem since and I run A LOT. That was about 14 years ago. Hope this helps!