Hey, the warm up for any exercise is important, but with shin splints the more heat you can get into the muscle to loosen it up the better. The most important part though is the ice afterwards. After playing netball for years and years suddenly I got shin splints. No reason why, no change in anything, some people just suffer with it from time to time. So even though walking is a good warm up in general, it's not going to help with the shin splints. Thats why I always give them a good rub and heat it before I start.