I hate to bust your bubble but the comment "nothing serious will come of it" is wrong.
Shin Splints (Wikipedia) Shin Splints (Answers.com)
I suffer from severe shin splints. Mine got to the point where it was waking me up at night from a sound sleep. I belive this is due to going from doing little to no running on concrete/hard surfaces for 3.5 years to running 3-5 miles 4 times a week with no build-up. I generally ran on a treadmill or an elliptical trainer. This sudden change in activity and surface gave rise to my shin splints (which happen to be on the inside of both my legs near the ankle).
Thankfully I have not developed stress fractures or other more serious issues.
Some exercises you can do to help condition your shins:
Training Therapy General Information and Therapy
Hope this helps you.
Tip:
Get small dixie cups. Fill with water and freeze them. Tear off the upper portion of the cup, leaving a bit to hold onto. Rub the affected area of your shin(s) for 6-10 minutes (I usually do 8 minutes) at least twice per day. I generally tend to actually rub it in somewhat firmly once it goes numb. Currently the doctors have me in physical therapy in the hopes that rest and mild to moderate conditioning (with a rest from any impact activities) will get me back to running with my Marines.