Summarize the following:
If you feel shin pain coming on frequently due to your jogging, dancing or workout routine, then consider altering it somehow by doing fewer repetitions, using lower weights or changing your running circuit. For example, refrain from running up hills or on hard surfaces, or stop doing leg presses at the gym for a while and see how your symptoms respond — consult with a personal trainer if need be. If your leg problem is work related, then talk to your boss about switching to a more sedentary activity for a few days and allowing your lower leg muscles to rest and recuperate.  Recognizing a musculoskeletal injury in its early phase and allowing it time to heal by resting is the best way to prevent acute injuries from progressing or becoming chronic (long term). Occupations that increase the risk of shin splints include forest rangers, field engineers, firemen, military recruits, certain referees (such as soccer or basketball), roofers and some types of construction jobs. Shoes and boots that don't provide arch support and/or ones that are relatively heavy are a risk factor for developing shin splints. Poor arch support allows your feet to over-pronate (collapse inwards), which puts stress on your tibia and knee. If they make your feet too heavy, then they can strain the tibialis anterior muscle, which is responsible for lifting your foot when you walk or run. As such, look for well fitting, lightweight shoes and boots with good arch support and flexible soles if you want to prevent shin splints.  Avoid "negative heel" shoes or sandals that orientate the foot such that the heel sits lower than the forefoot — they put too much strain on the shin muscles. Instead, pick shoes and boots that are elevated in the heel by about 1/4 or 1/2 inch. If you're a serious runner, replace your shoes every 350–500 miles or after three months, whichever comes first. Stretching the affected area of your lower leg might stop the pain or discomfort from progressing, especially if you address the problem during its initial stages. Use slow, steady movements and remember to breathe deeply during your stretches. For the anterior tibialis muscle, the key is plantar flexing the foot, which means pointing your toes and contracting the arch of your foot. Try the fencing stance, with your affected leg outstretched behind you and your toenails touching the floor. Put pressure down on the top of your foot and feel the stretch in the front of your shin.  In general, hold stretches for about 30 seconds and repeat five to 10 times daily until the shin pain fades away. Stretching directly after the application of moist heat might help because your shin muscles will be more pliable. If you feel some tightness or discomfort developing in your shin during exercise, then in addition to scaling back your intensity, consider wrapping the area below your knee with a supportive Tensor or Ace bandage or even a neoprene sleeve. Elastic bandages and neoprene sleeves provide support and warmth to the shin muscles, and may help bind the tendons up against the tibia to prevent stress and strain.  Keep wrapping your lower leg until the tenderness disappears, which usually takes three to six weeks. Tensor or Ace bandages and neoprene sleeves are inexpensive and widely available in drugstores. The application of cold therapy is an effective treatment for essentially all strain-type injuries, including shin splints, because it reduces inflammation and dulls pain. If your shin muscles flare-up after physical activity, then apply ice to the most tender area for about 15–20 minutes every two to three hours until the pain and swelling subside. Compressing the ice against your shin with a bandage or elastic support is even more efficient for controlling inflammation.  Always wrap ice cubes or frozen gel packs in a thin towel to prevent frostbite on your skin. If you don't have ice cubes or gel packs, then use a frozen bag of peas or corn from the freezer. Soaking your legs in a warm Epsom salt bath can significantly reduce the achy pain and swelling associated with mild-to-moderate muscle strain. The magnesium component in the Epsom salt helps the muscles relax and pull inflammation out of the tissues.  Alternatively, you can apply moist heat to your shin if you're unable to soak your legs — microwaved herbal bags work well and are sometimes infused with essential oils that have relaxing properties. If inflammation is a particular problem in your lower leg and it doesn't abate with a salt bath, then follow up with cold therapy until your shin gets numb (15-20 minutes).

Summary:
Change your routine or take a break from it. Change your shoes or boots. Try stretching your shin muscles. Use a supportive bandage. Apply ice or frozen gel packs. Take an Epsom salt bath.