Shin splints are generally caused by the muscles in your calves pulling on the weaker muscles in your shins, so you need to try and strengthen those muscles in order to avoid as much pain as possible, so rather than stopping the program, continue, but walk as fast as you can without triggering the pain instead of running right now. You can always repeat the workouts as you can tolerate to incorporate the running. There are also lots of exercises you can find online to try and help alleviate the pain and strengthen those muscles in the process. I still have some pain in my shins while I'm running but it generally subsides as I cool down, it's always worse in the beginning. Try to hang in there, you can push through! Of course if the pain is too intense you may want to see your doctor for possible stress fractures...