I had a similar situation. Signed up for 5km class at the Running Room and made it three weeks before having to stop due to excruciating pain in my shins. The instructor suggested it was because I had started too quickly and that rest was best. I re-enrolled months later and paid again to have the same thing happen. This time I was told my shoes were the culprit. Although new, they weren't designed for pronation. So I rested up again, paid once more and spent $180 on shoe which I had fitted at the Running Room. Once again I did not make week 4. In utter frustration I went to a sport dr who discovered I actually had compartment syndrome which required surgery. The pain mimicked shin splint but ONLY while I was running, no pain when I wasn't exercising. If is similar for you, get your GP or physiotherapist to check. I'm now up to running for 30 minutes at a time!