Hi Cutty, I have orthotics made from a doc and it took some time to get used to them in my running shoes. I overpronate and suffered from shin splints all the time. At first, I really didn't think they would work b/c they felt so weird, and I would get a cramp in my arch. I took out the factory insert and I had to start gradually w/running 1 mile, then switching back to the factory insoles. I ran 1 mile in them for a week (3-4 times/week) then I increased to 2 miles, then 3 miles, etc. It was a total pain in the butt to stop and change them out, but WELL worth it. Now I'm training for a marathon and have avoided shin splints, knee pain, hip problems, etc. I am virtually running pain free and I"m into my high mileages. Take the time to break them in slowly and you will not be disappointed.
Also, not sure if this is related, but I ended up buying new running shoes a few weeks prior to getting my inserts and I ended up w/a half size larger than usual. I'm not sure if it was b/c they are a different brand, or if I was not fitted correctly for the first pair or what, but this current combination I have w/the shoes and inserts is working for me.
Good luck!