First of all, you are not alone! I have suffered almost every running ailment since I was in junior high school. I have competed in wrestling, free style wrestling (not WWF), high school football, and track. I have always run to stay in shape. I was in the Marine Corps for a short while out of high school. I have run off and on my entire adult life. I have suffered through shin splints, plantar fasciatis, and asthma. I would have to say, by far, the most painful experience is "Shin Splints"!!!!
Try a heel to toe method of running (not overly exagerated). Try not to run flat footed. Also running just on the balls of your feet is very awkward and will probably make your shins hurt even more (Sprinters run on the balls of their feet). I would suggest going to a gym where people run on treadmills. Ask the people that look like runners, not muscle heads, to critique your running style on the treadmill. Use the treadmill to work on your running form, pace, and breathing. Just keep in mind running on a treadmill is often easier on your shins and knees and good for running form but there is no substitute for running on asphalt or concrete. Bring your technique to the streets when you have a good basic running form down. And remember your own body will be the judge, everyone is built differently. Try not to put all of your stock in just one person's running style.
Here are a few usefull tips:
#1 Rest your shins, stop running and allow them to heal for a few weeks, maybe even a month. Replace your cardio with any other form of cardio like walking, swimming or cycling. Try to avoid the stair stepper for a while. It's not really the impact of running that causes shin splints.
#2. Strengthen the your calf muscles and shins. The pain of shin splints is the muscle actually being torn away from the shin bone. Do some calf raises using just your body weight. Also do toe raises. Stand or sit with your feet flat on the ground. Contract your shins so your toes raise up from the ground. Hold this for several seconds and release. Another exercise is where you stand or sit barefooted. Scrunch your toes into the carpet or have a towel under your feet. Do this for several minutes. Also good stretching of your calf's and feet are a must before and after working out.
#3. Purchase a good pair of running shoes and replace them every few months depending on how much you use them.
#4. Arch supports will also help. There were times when I had to keep running, ie during football and track season. The athletic trainer for our team or coach would wrap up my arches with sports tape. I recommend you consult a sports trainer or coach to show you how to do this properly.
#5. Don't get discouraged. I am 34 years old. I have come from sprinting in track to running up to 5 - 8 miles. I have gone through periods of being sedentary for almost a year to running 4-5 times a week. Several times I have had to slow my training or put my training off for a few weeks to heal. Don't try to rush ahead of where you body needs to be. Sometimes I feel like I need to run the same I did as when I was in high school. But the more you spend in the running community you will find out most runners don't reach their "running maturity" until they get into their mid-thirties.
Good luck with staying smoke free and congratulations on your decision to "kick the habit" and begin running!